Down here, Jacarandas seed themselves very readily. Get the seeds, plant them in sandy soil, keep moist and very warm.
They're not hardy, though and don't survive below about 30deg. F for any prolonged periods. We do get the odd frost here, and the jacarandas are dormant when that happens, so the larger trees are not harmed by frost. Smaller seedlings would certainly die without frost protection though. You'd need a greenhouse if you wanted to raise them from seed, I would think.
Could you please put in a more specific location (city, country) into your personal profile? "Europe" covers a huge range of climates. Welcome to garden.org by the way!