No, no, no. You are very confused about this.
Both your sentences are exactly the same in structure: the only difference is the tense.
David is jogging: present tense, he is jogging now.
David was jogging: past tense, he was jogging at some time in the past.
In both sentences, 'jogging' is part of the verb. The progressive/continuous verbs are formed with some part of the verb 'to be' PLUS the Present Participle, in this case 'jogging'.
David jogs: present simple
David is jogging: present continuous/progressive
David jogged: past simple
David was jogging: past continuous/progressive.