If you are shooting both raw and JPEG in the camera simultaneously, there is an option in the Lightroom preferences to treat JPEG images next to raw images as separate images. If that option is selected then Lightroom will import both the raw and the JPEG images, and the two images that are numbered the same will be together. Is this what you mean?
I know that if you open a photo in Photoshop from Lightroom, it will essentially create a virtual copy and it will keep the two photos "linked" together.
Is there any way to bring in a jpeg and connect it to a photo as an updated version or virtual copy?
Your assumption is completely wrong. Sending a photo to PS from LR does not create a virtual copy.
All the settings for sending a photo to PS are found in the External Editing tab of the LR preferences.
Normally any image sent to PS will be returned to LR once you do a Save in PS. And if you check the last box, "Stack with Original", that image will be stacked.