I have two questions
Jon has a wide range of experience, having worked in all areas of the firm.
1. I wonder why comma is used.
2. If "having" is "gerund", I wonder why "gerund" is used.
1. Comma is used because "Jon has a wide range of experience" is a good sentence itself and could stand alone. I am not very good in comma usage, so you'd better wait for confirmation.
2. It is not a gerund. "Having worked" is a past adverbial participle here (at least that's the name the analogous form has in Polish).
Here is a more typical example of it:
Having eaten his breakfast he started working in the garden.
After he ate his breakfast he started working in the garden.
I'm not sure if I should use a comma here.
I'm not a teacher.
PS: Maybe your confusion was caused by the fact that the adverbial participles are called gerunds in most of the Romance languages.