When you jump up, you have a velocity which is the velocity you had while spinning along with the earth.

Having a velocity while being pulled by a constant force results in a cyclic motion. In this case, earth's gravity is pulling on you.
Also, your path on this cyclic motion with the velocity you had before the jump eventually puts you back onto earth.

Another problem is that the atmosphere is both pushing you down and dragging you along towards the earth rotation.
It's actually rather complex.

But let's assume earth had no atmosphere. In such a case, you could have a catapult that would shoot you into the opposing direction of the earth's rotation just a few meters above earth with the perfect velocity such that you would stay always a few meters above the ground.
Unless my thinking went wrong, you could then actually use this as a means of travelling as far as you want around earth, just by waiting long enough.

Again, if my imagination does not fail me, one could imagine building a huge vacuum tube going all around earth, then accelerating things inside that tube in the opposite direction of earth's rotation just to the right velocity, such that the orbit is exactly within that vacuum ring/tube around earth.
That would be quite a low energy transportation method.