Short answer: jQueryMX does not create this file, it either has to be present already or the request is handled by the server-side code.
There are two common cases for using the .json in a REST API.
1) The data is stored in an actual JSON file.
> The JSON file would have to exist on the server already for this AJAX call to work.
2) To denote that the response expected is JSON
> Some APIs use an extension on the URL to tell the server what format the response should be in. The most common are xml and json, but you could use others.
In both cases, the jQueryMX is just performing an AJAX request to your back end.
