Jewelry does not count towards your armor, but the trait of the jewelry is usually correlated to the type of armor in the respective set. Normally:

Light Armor sets drop with arcane jewelry because they are meant for magicka DDs or healers
Medium Armor sets drop with robust jewelry, because they are meant for stamina DD
Heavy armor sets drop with healthy jewelry, because they are meant for tanks

There are some unique jewelry pieces that break this rule, usually dropping from certain dungeon bosses.
There are jewelry and weapon sets that can drop with all 3 traits (ex. Willpower)
There are also overland sets that can drop in all weights and with all jewelry traits (ex. Bahraha's Curse)