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Actually, very little. You just need to check that each issue in the sprint is in the right column, and even that is only really important for the done column (the very last column on the board at the right).
At the end of a sprint, done items need no more attention from the team, so they will not be seen in the backlog or board any more. Any item not in "done" will either carry over to the next sprint, or go back into the backlog.
As a team, it is important that you talk about any issues that were not completed - you need to explain why the team failed to do them, and learn to improve from it if possible (Just explaining "Bob got sick" or "Developers pulled into emergency support work" is enough, but if the explanation is like "we over estimated what we could get done in the sprint" or "the estimates on the issues were not a good sizing", then you need to look at improving the team's estimates or sprint planning).
But you do not do that in Jira directly - it's the team review that matters! You could if you wanted to of course - I was in a team that created an issue for "sprint didn't go to plan", documented the conversations they had, and brought it into the next sprint for "improve our process"
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