No, it's not JTAG. The PICKIT3 (or any other Microchip ICSP programming device) communicates using a simple proprietary protocol with a small dedicated hardware block inside the PIC which performs the actual programming.
In any case, that's not a detail you need to be concerned with.
I see then in case of need I will bug you later on! As for Arduino I found out that I need a ISP programmer or I need to use a secondary one!
http://www.tinyosshop.com/index.php?route=information/news&news_id=37