I haven't read all of the release notes for v14.x that came out recently, so you'll want to check or call. But in earlier versions you could not do this because the JD monitors can't handle boundaries w/ more than one polygon. Everything needs to be connected by little land bridges to get it to "know" what to do. Device setup as mentioned is how you'd do it. 

Apex makes these extra bridges automatically, which makes it easy but also means you don't get a choice of where or how large these additions are. SMS may work to this at some point (back to the reading of release notes or calling them) since JD doesn't seem to be in a hurry to fix/change this.