It kind of depends. Different men wear jockstraps differently.
Most often, the jockstrap replaces underwear entirely--one option. This is what I'd recommend in general.
If you are wearing a hard cup, e.g. in Baseball, then usually you wear the jock outside your sliding shorts. But a lot of sliding shorts have a cup pouch built in, making a jock unnecessary.
In hockey, if the cup pouch isn't built in, the jock can go outside.
I see no reason to wear a swimming jock if you are wearing racing trunks or jammers, so don't bother wearing a jock in this case.
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