MVS Turnkey 3.8j is a ready to use Mainframe system. You can use it to practice your JCL skills.
The system is available at the following link: http://wotho.ethz.ch/tk4-/
The datasets can be created using the option 1: RFE
The JCL can be submitted using the submit command on the command line.
The output of the JCL can be seen at the option 3.8 in RFE.
Using this system you can easily run the JCL utilities as well.