I still don't understand the mechanics

Once you complete the quest to "unlock" a job, you receive a job stone for that job along with the first of many job abilities. There is a slot in your equipment to "equip" that stone anytime you want to use that job and have acces to those abilities. When you equip your sword. You are automatically the gladiator with acces to all gladiator abilities but no paladin abilities. When you equip that paladin job stone, you become a paladin and have acces to all the gladiator abilities and also all the paladin abilities you have unlocked through the job quest line. Think of the class as a very loose/general role you may want to use. The job, once the job stone is equipped, is very specific for a role that may be used within a party.