You have the following options -
Cookies
Local Storage or Session Storage
In Javascript variables
Storing JWT in cookies is largely equivalent to Django's cookie based sessions. If you are in control of the server, then you might as well use that instead.
But if you are not in control of the server, or if you have to use JWT for some reason - it is sill better to store the JWT in a cookie rather than local storage. Cookies have two security properties - IsSecure flag, and HttpOnly. IsSecure flag instructs browsers to send the cookie over HTTPS only. HttpOnly makes the cookie inaccessible using javascript code. These are designed to protect users of your application.
Cookies are automatically sent to the server with every request. If the server requires the JWT as part of an Authorization header, cookies won't work automatically. You will have to use javascript to extract the token from the cookie, and explicitly set it as a request header. This has two drawbacks - firstly you are sending the cookie twice (