Yes it definitely is supposed to work. Does it work correctly without any lens? The RF is coupled to the camera's focusing mount and does not care whether or not there is a lens mounted. If this is not happening, it looks like there may be parts missing from your lens, or you are mounting it incorrectly.
The J12, if it has all its bits and is put on the camera correctly, couples to the camera body focusing mount through cylindrical tabs coming out the back of the lens. As you focus the lens, you should see the camer's focus wheel turning.
I'm concerned by your "managed to mount my Jupiter 12". Just to check: to mount a lens on the Kiev, you must set the camera to infinity, set the lens to infinity, align the red dots on camera body and lens, push the lens fully into the lens mount, and turn counterclockwise until it clicks into place. There should be very little force required to do this.
Cheers,
Dez