Never us the jog to engage the gears, you will damage/break the teeth. There should be a placard on the belt cover that also tells you about this. The spindle needs to be in gear to turn the gearbox gears, you may need to set the spindle speed to a higher speed range to make it easier to turn. You can but the key in the chuck to move it if needed, but you can shimmy it back and forth until you feel the lever clink and the gear engage. It is similar to the old non synchro gearboxs.
OK, you got it, just take your time and do not rush or force anything.