Yes, all the flights are booked on one ticket, and all through the same Virgin Atlantic/ Delta.
This is my first time traveling internationally, I assumed that we would go through immigration at our original airport (PIT and on the return home LHR), and then simply go through security, but I'm probably wrong.
For those of you familiar with JFK, we are transferring from Terminal 2 to 4, which on the map looks moderately close together.
Also, I did sign up for the frequent flyer. (: