The application of cross-correlation techniques to JWST transmission spectra has opened an alternate pathway to study exoplanet atmospheres with JWST observations, which will contribute to pave the road for the first atmospheric studies with ELTs. JWST observed for the first time the hot-Jupiter WASP-39b on July 2022 as part of the JWST Transiting Exoplanet Community Early Release Science (JTEC ERS) Program. Since then, several atomic and molecular species (e.g Na, H2O, CO2, SO2) have been detected in its transmission spectrum. In the initial analysis, CO was detected using NIRSpec PRISM transit observation. However, this detection could not be confidently confirmed in the initial analysis of the higher resolution observations with NIRSpec G395H disperser. We developed a cross-correlation technique that leaded to the detection of CO in JWST NIRSpec G395H transmission spectrum at medium spectral resolution, including novel hints of detection of CO isotopologues, which could provide some advantages compared to traditional techniques. Here we present the concept of applying cross-correlation techniques to JWST data, explaining the advantages and potential applications of this technique in the context of JWST, which might be of interest not only for exoplanetary atmospheres but also for other fields involving JWST observations. Additionally, besides the initial CO detection in WASP-39b, we will show out latest results on more molecules detected through cross-correlations on NIRSpec G395H observations, including H2O and CO2 .