Hello,

You posted in a right forum and it seems like no one has posted anything about drawing interaction diagrams.

There is a tutorial called Learn UML with JUDE on JUDE Website and it has a chapter of drawing Sequence Diagram. There is a picture of Collaboration Diagram in it.

If you use JUDE/Professional, go to [Help] - [JUDE Reference Manual] to open a manual.
If you use JUDE/Community, you can download the manual on JUDE website where you download JUDE/Professional.