With MUSE, Chandra, VLA, ALMA and UVIT data from the GASP programme we study the multiphase baryonic components in a jellyfish galaxy (JW100) with a stellar mass 3.2 X 10^{11} M_sun hosting an AGN. We present its spectacular extraplanar tails of ionized and molecular gas, UV stellar light, X-ray and radio continuum emission. This galaxy represents an excellent laboratory to study the interplay between different gas phases and star formation, and the influence of gas stripping, gas heating, and AGN. We analyze the physical origin of the emission at different wavelengths in the tail, in particular in-situ star formation (related to Halpha, CO and UV emission), synchrotron emission from relativistic electrons (producing the radio continuum) and heating of the stripped interstellar medium (ISM) (responsible for the X-ray emission). We show the similarities and differences of the spatial distributions of ionized gas, molecular gas and UV light, and argue that the mismatch on small scales (1kpc) is due to different stages of the star formation process. We present the relation Halpha--X-ray surface brightness, which is steeper for star-forming regions than for diffuse ionised gas regions with high [OI]/Halpha ratio. We propose that ISM heating due to interaction with the intracluster medium (either for mixing, thermal conduction or shocks) is responsible for the X-ray tail, the observed [OI]-excess and the lack of star formation in the northern part of the tail. We also report the tentative discovery in the tail of the most distant (and among the brightest) currently known ULX, a point-like ultraluminous X-ray source commonly originating in a binary stellar system powered either by an intermediate-mass black hole or a magnetized neutron star.