If your program is I/O bound or running in native methods, do these activities engage JVM?

The answer is 'No'.If the program is I/O bound or running in native methods, then the VM is not involved in the consumption of CPU time. The VM technology will engage CPU for running bytecodes. Typical examples of time spent not running bytecode are graphical operations that make heavy use of native methods, and I/O operations such as reading and writing data to network sockets or database files.