Whenever you are clicking a link in JDownloader or you choose to open a link in browser, JDownloader will by default use your OS default browser.
However, you can customize the used browser under:
Settings -> Advanced Settings -> GeneralSettings.browsercommandline
Important:
This article explains how to change the browser for opening links, not the browser used for browser captchas!
There is a separate article that explains how to change the browser used for browser captchas.