HappyAgainOneDay It would be he went to jail, not the jail. It's a really tricky difference, but in that case, jail implies a process or action as well. He went to jail means he was arrested. You would only use 'the' to show the action of begin jailed didn't happen, like "He went to the jail, to visit his friend."
In other words, where you don't say "he went to hospital" because it sounds like a verb, you say "He went to jail" because you are implying a verb as well. To jail, he was jailed.
He went to dinner. (He is dining.) He went to the restaurant.
These are not actually taught rules, but they're the kind of nuances you'd use without knowing why as a native speaker. I do some work with children learning English as a second language, so I'm used to figuring out the answers to these kinds of questions, but most English speaking Americans would just use them without knowing why. (As a small child, your brain follows the patterns of the language around you and replicates them.)