You mean the post office*
also, why reply to a post from almost four years ago?

This response comes 3 years after the last reply but I was wondering the same thing.
J might have had detective training, but his MiB training was only just starting. He knew nothing of the aliens that lived in NYC or about the devices he'd have to use.
I figured Zed assigned him to another agent after K was neuralized and some time had passed when we saw J and L at the end of the movie. After all, it may have taken a while to get K set up at the hospital and all the staff's memories modified to think he'd been there for the last 3 decades.
He who fights and runs away, lives to run away again!

And you forget he was a detecive in the NYPD so it can be assumed he had the skills with guns and interrogation that they would usually spend more time on.

Ummmm, perhaps because it's a movie??