Weblogic provides the JMS Server features fully compliant with all JMS spec elements such as ConnectionFactory and Destinations. On this JMS Server you can connect and send messages to the client's Messaging Server via a configured Destination.
In addition using Weblogic as the JMS Server gives you lot many features such as Message Retry in case of failure, setting message quotas as well as enhanced monitoring of the JMS Server to track errors. The idea is to have more configuration driven settings for performance, deadlocks, tuning, filestore or database store etc.
A full list of such features is given at http://download.oracle.com/docs/cd/E12840_01/wls/docs103/jms/fund.html#wp1071787
A Foreign JMS Provider in Weblogic is the term used to define JMS implementations other than Weblogic JMS. An example is IBM MQ in your case.
Once the Foreign Provider is configured within Weblogic, for all practical purposes within the code - it can be called as if it was on local JNDI lookup. Weblogic will make the remote calls transparent to your code. This allows you to change your destination via configuration on the Weblogic console.
You will need a Messaging Bridge within Weblogic JMS Server to connect a source destination from which messages are received, and a target destination to which messages are sent.
Some essential reading on this is at: http://download.oracle.com/docs/cd/E12840_01/wls/docs103/jms_admin/advance_config.html#wp1075917
and an example of configuring IBM MQ as a Foreign Provider is at http://www.ibm.com/developerworks/websphere/library/techarticles/0604_kesavan/0604_kesavan.html#N1011D