Machine says malfunction and won't froth milk

Maybe reading the user's manual you can have a hint?
Download it from

http://www.ooo.jura.com/home_ooo_x/service_support/download_manual_jura_impressa_s9notc_english.pdf

Check this link and video for froth issues.

Jura Capresso Z5 Impressa No milk frothing

The milk tubes should be submersed into water with a milk cleaning agent. sounds like you've left the milk tubes drawing from the fridge with milk in it.
Bean to cup cleaning

Hi, I made a video how to fix your Jura step by step, good luck... http://fixandparts.wix.com/nicknicoloudis#!jura-coffee-machine/c15gy

Hi, I made some videos how to fix your Jura step by step, good luck... http://fixandparts.wix.com/nicknicoloudis#!jura-coffee-machine/c15gy

see no steam solutions under Jura S9

The common cause is that the frothing connection is faulty. You can look at the Guide to clean the Jura frothing connection, or try this. Take some bicarb or vinegar, dissolve in 400ml luke warm water, select cappuccino maintenance under the options, or press the milk button. Run the complete mixture through then. Run about 600ml of plain water through the spout. Turn the sport from froth to milk and back every 10 seconds.
If this does not work, then there may be a need to decal the machine.

There are three possible causes to milk not frothing: 1. The frothing tap is blocked: to unblock either use the cappuccino cleaner from Jura, or in 400ml of luke warm water dissolve a teaspoon of vinegar or 1/2 teaspoon of bicarb and run this liquid through the frother until completely finished (or run the cleaning program). The run about 600-800ml of water through the system. While passing the liquid through let the tap rest at froth, and milk setting for 5 seconds at a time. Repeat if necessary. To prevent this in future clean frother after 5 minute of none use. 2. The breathing nozzle is blocked, you can use the Jura Maintenance guide to see how to disassemble and clean and reassemble, but most Juras come with a spare, so replace it. 3. The machine needs to be descaled, since there is lime or scale in it.

Empty the Water tank and fill it with warm water. Then keep trying for some time and the problem will get solved.

The milk can not be room temperature.  It needs to be cool, does not have to be fridge temperature but can not be warmer than room temperature