Steve Clarke's side are looking to build on last season's excellent eighth-placed finish in the Premier League - the club's best for 32 years - and Jones sees the Capital One Cup as an excellent opportunity for a welcome distraction.
They enter the competition as Football League newcomers Newport visit the The Hawthorns in the second round and Jones insists all at Albion will be taking the game seriously.
The 26-year-old said: "It is big for us.
"Some managers take it differently, swapping and changing players, but from the moment the gaffer walked through the door he said he wanted to win a cup.
"That is our aim again this year. I am sure we will go out with a strong XI and see how far we can go.
"I am desperate for a good cup run. There are players in the dressing room who have won the cup and say how great it is.
"We want that as a group so we will go out on Tuesday with a team to win."
West Brom will have to make an enforced change in goal with Ben Foster out after injuring his ankle in Saturday's goalless Premier League draw at Everton.
Boaz Myhill hopes to return from a wrist injury to take his place but third-choice Luke Daniels, who played the closing stages at Goodison Park, is on standby to feature again.
West Brom are still waiting to learn the full extent of Foster's injury but he left the ground on crutches and his condition is a concern.
The 30-year-old England international had been in impressive form, producing a number of good saves, before being forced off 12 minutes from time.
His performance was crucial in securing what turned out to be the Baggies' first point of the season after defeat to Southampton in their first game.
Jones said: "We were solid and got the clean sheet.
"We maybe could have had one last week too when we looked solid.
"But this is what we start from and I think we looked dangerous at times on the counter-attack.
"Maybe the final pass just let us down at times but we're only two games in and that will come."
Clarke will consider other changes and new signings Diego Lugano, Scott Sinclair and Matej Vydra could get some action.
Winger Sinclair is hoping to kickstart his career after joining on a season-long loan from Manchester City, where he has found opportunities limited since his move from Swansea last year.
Jones said: "I think every club in the Premier League wants new faces to come in at this time.
"It means the club is improving and the squad is improving.
"With Scott coming in, we know what a good player he is and he has looked really sharp in training.
"He looks like he is really up for it and I am sure he is going to be a great addition to the squad.
"He is quick and direct and what full-backs don't want to play against."