@snowywinter: Yes, there are exterior door jambs. There are several reasons why they need replacing from time to time. If your door jamb is old, it can be cracked, rotted, or damaged. You can build one fairly easily. You can buy precut boards or you can buy trim boards and do it yourself. Some of the preformed exterior doorjamb boards have weather stripping already attached to them.
In the event you need to replace a door jamb, there are several websites that show you step-by-step how to do it.