In order to successfully jailbreak iOS 9.x, you must use Pangu and from that install the latest version of Cydia to your apple product (iPhone or iPad) using their easy installer.
You can find all of the detailed instructions on their website: Pangu.
One important note is to ensure that you always install the most recent version that is compatible with your device.
Once you have downloaded their installer, open it and proceed with the initial setup. Following this you should plug in your iPhone or iPad then install Pangu. Their installer is relatively fast and you should have a fully jailbroken iPhone within five minutes.