The reason that Jello has to be heated and cooled before it congeals and sets and solidifies is that the molecules tend to associate with one another in order to regain some of their original helical structure.
So you have to heat the Jello or at least have it at room temperature and then cool the Jello in the refrigerator for the Jello to cool down and cause it to congeal or solidify.
If you do not cool the Jello down by refrigerating the Jello then it will not be able to set.
Heating the Jello up can help the Jello set and congeal a bit faster than it would if you just put the Jello in the refrigerator at room temperature.
However you don't have to heat the Jello up before it congeals after cooling it down.
I just make the Jello mix at room temperature and then put it in the refrigerator and it sets just fine.