On the back of every solar panel, there is a housing unit for the blocking diodes where the leads that come from the panels connect to the cells. Here is an inside look at what that looks like in a Sunpower Panel. The blue arrows point to the blocking diodes. The red arrow points to where a wire should be running from, but as you can see, it's been pulled out by an installer who put too much tension on the wire and pulled it from its connection (I'm not naming any names).
The point of showing you this is to explain the difference between a Panel J-Box and the other places you might see the term J-box (junctionbox). For example, the combiner box could be considered a J-box, but luckily we came up with a neat term for it so you wouldn't get it mixed up.