As this doesn't work
FullSimplify[ JacobiDN[s, m] == Sqrt[1 - m JacobiSN[s, m]^2], {0 < m < 1, s > 0}]
(* Out[8] = Sqrt[1 - m JacobiSN[s, m]^2] == JacobiDN[s, m] *)
"with a little help from a friend" ... taking squares
FullSimplify[JacobiDN[s, m]^2 == (Sqrt[1 - m JacobiSN[s, m]^2])^2]
(* Out[9] = True *)
It's alright, even without any specifications of the parameters m and s.
Regards,
Wolfgang