The most basic answer to your question is that people came to Jamestown on ships such as the Susan Constant, Discovery, and Godspeed--the first ships to embark to Jamestown. However, gaining passage to Jamestown was not as simple as boarding a ship; one had to finance his or her voyage.
Jamestown settlers were primarily employees of the Virginia Company, which financed the Jamestown Colony. Wealthier settlers--who paid their own way--could receive wages, land, and/or company dividends. Poorer settlers came to the colony as indentured servants; they worked for a set period of time--usually seven years--after which they received freedom and a small parcel of land. Beginning in 1661, Africans were brought to Jamestown as slaves (the first Africans came to Virginia in 1619, but they were treated as indentured servants until 1661, when Virginia legalized slavery).