What in the story shows courage to Scout and Jem?
There are several instances that show Scout and Jem what courage is. Atticus takes a case that he knows he cannot win. It takes a lot of courage for him to take Tom's case because the town is going to be angry that he chooses to defend a black man for a crime against a white woman. But, Atticus shows his children that one must do the right thing no matter what the consequences.
Boo Radly also shows the children the meaning of courage. Boo risks his prized privacy to come to Scout and Jem's rescue when they are attacked by Bob Ewell. Boo does not try to shrink away from the aftermath, he allows Atticus to decide how to report this, and does not care if he gets into trouble for killing Ewell. It was what he had to do to save the children.
Scout and Jem learn there is a cost to courage, but that it is an honorable choice to make.
There's also Mrs Dubose. Even though she knew that it was okay for her to be addicted to morphine, she still wanted to kick away the habit when she knew that it was going to be a painful experience.
Jem also showed courage by protecting Scout during the Ewell attack. He also refused to leave Atticus at the Jailhouse though he knew he might be punished.