Jem comic books (they are about 8 X 11", not typical comic-sized) appear to have originated in the UK, published by "London Editions Mazazines, an Egmont Company" in 1986 and 1987.  They were reprinted in various languages and sold throughout Europe.  Many Hasbro toy lines received the same treatment (My Little Pony, for example).  To my knowledge, there are 12 Jem UK comic books, and 2 special editions.  There is an image of issue #13 shown at the back of issue #12, but I'm not yet certain if it ever actually made it to print.
They were printed on newsprint and came out bi-weekly, 24 pages long, features 2 original stories as well as ads for the Jem dolls, and a couple unrelated pages.  The specials were about twice the size.
I haven't seen all editions of all the comics yet, but the German ones definitely did not follow the same time line as the UK comics (eg. the 2nd UK story didn't appear in Germany until their issue #4)  Italy appears to have followed the same time line as the UK, but had thicker volumes on higher quality paper.
They do have a few ties to the Jem annuals, the first being and ad in the comic for the Jem annual.  The second link is questionable since I have only seen the one UK comic, but the #11 German comic (thought to be directly translated from the UK ones) actually contains stories and art from the 1988 Jem annual.  Whether the #11 UK comic was just parts of the 1988 Annual as well, or if the #11 German comic was exclusive to Germany is still unknown.  It could be the comics were more successful in Germany and they needed material to use for future issues.

Thanks to Laura (Badgerprincess) for much of the comics information included here (as well as the scans!) 
Thanks to Isabelle for the French comic book information and photo.