Article or no article

You can use either, but if you choose to use an article, you need to write "launch a jehad". With very few exceptions, we use "an" when the next word starts with a vowel, and "a" when the next word starts with a consonant. 'J' is a consonant.

You may wish to note that there is a similar rule which applies to the definite article "the", but only in spoken English, namely that it is pronounced "thuh" when the following word starts with a consonant, but "thee" when the following word starts with a vowel.

Note my corrections / suggestions:

In the past few days, Afghan members of Al Qaeda attacked China in a video for the ethnic and religious suppression that the latter country imposes upon Islam in Xinjiang. They announced that China is the enemy of the Islamic world, threatening that they will launch a jehad against China.

It's apparently spelled both "jehad" and "jihad". In the Sates, I think I've seen "jihad" pretty much exclusively. I may be wrong here.

Well, I googled them, and got 9,690,000 hits for "jihad" versus 898,000 for "jehad".

many dictionaries say "Jihad also jehad"