I am trying to connect service desk from our client's account to our own JIRA cloud but I am unable to figure it out. Both the Atlassian accounts are separate, service desk is server and JIRA is another account on cloud.
Are are couple of add-ons on Marketplace that you can use Ex https://marketplace.atlassian.com/apps/1213346/issue-sync-synchronization-for-jira?hosting=cloud&tab=overview
If you are not willing to use add-on then you could use Jira cloud REST APIs to create an issue on Jira server workflow post-function.
As Suhas said, add-ons may help. I watched a similar use case recently and may suggest you try Backbone:https://marketplace.atlassian.com/apps/1215199/backbone-issue-sync-for-jira?hosting=cloud&tab=overview
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