If you are flying into the USA with JFK as your first airport of entry into the country, connecting onto another flight, you will go through immigration/customs, then get your bag from a carousel that is behind the immigration area, you will then leave this area to a connecting flight bag drop (there are signs for this, it is not the general exit, though it is next to one - if you stand the way you would be standing walking away from the immigration desk to the luggage carousel, this is off to the left far corner of the room, and the general exit is more centrally on the left side of the room). You will drop off your bag at the bag drop, then go to a security check, but this security line is limited to people who are on connecting flights coming from an international flight.