The visa means any type of the latest visa you got for you to enter USA (J1 visa in your case).
In the point 4, you only need to the photocopy of the I-797 (including the top part of the I-797 which your current employer kept, the lower part of I-797 which you kept (callel I-797A) and the I-94 card).
In the point 4, you only need to the photocopy of the I-797 (including the top part of the I-797 which your current employer kept, the lower part of I-797 which you kept (callel I-797A) and the I-94 card).