Well, not in the way you're probably thinking of. Jellyfish aren't filters, and they don't extract salt from the ocean as they pass through it- so you can't use them directly to extract the salt from ocean water. As Will points out, they're osmoconformers and could care less about the salinity of the water.
However, I can think of a few ways to use jellyfish as part of the water purification process.
1) Use them for transport
This idea requires a bit of technology on the scientist's part, but well within reality. The key tech here is a semipermeable membrane that allows water to pass through, but not salts. These are commonly used in modern science and are part of the reverse osmosis desalination process. With a semipermeable membrane, all that's required is a pressure differential.
Jellyfish are bad at a lot of things, but moving vertically in the water column is not one of them. Some jellies, such as the beautiful and massive Lion's Mane jellyfish undergo daily migrations between the surface and the depths, known as diel vertical migration. If properly trained, I can easily imagine our massive Lion's Mane jellies making daily trips to the seafloor with a semipermeably sealed container on their bells, which would fill with fresh water, rejecting salts, as the jellies sink to the seafloor. Each night, they would return to the surface with containers filled with fresh water.
2) Engineer them as substrates
Some jellyfish would be excellent candidates for the harvesting of biological, semipermeable membranes. In particular, the Portuguese man o' war, while not a true jellyfish, has a large float made of a single cell. This float could be repurposed or engineered by scientists to produce biological semi-permeable membranes that could be harvested for the larger desalination plants, solving the problem of constant, expensive filter replacement. Additionally, semi-permeable membranes made from jellyfish would likely be less vulnerable to dissolved organic carbon, which is actively problematic for current systems.