Go back to previous custom rom - adb issue
[T]he Play Store is missing in the phone.


It is because Exodus doesn't come with Google Apps (aka gapps). You'll have to flash them explicitly. You may try these links to download Gapps:


AndroidFileHost
PA-Google Apps Plus(All ROM's) at XDA  


Caution: Always flash gapps package meant for your ROM only. E.g. Do not flash gapps for 5.1.1 over a 5.0.2 ROM, or the vice-versa. You'll end up with bootloops, device stuck at boot logo, and what not! 


  The ADB connection is not working via USB cable any longer.


Since you've already mentioned that the backup of Jellybean ROM is on the PC as well, you may transfer it to your Android device without using ADB at all.


Connect your phone via MTP into your PC and transfer the files; or,
As I mentioned in the comments, you can host an FTP server on PC (see this answer for know-how) and access it over wifi/hotspot/USB-tethering. 

Thereafter, you can use a browser like Firefox(apk available) to access the backup files and can download into Android.

Alternatively, you can host a server (locally; see this answer for know-how) on your Android and do the transfer from PC. But that would be too much to detail here (unless asked).



  I don't know how to go back to the previous ROM(Jellybean)[?]


Once you've transferred files from PC into Android (in the folder clockworkmod):


Boot into Clockworkmod recovery;
Find some backup/restore option and select the backup file you transferred. It's best to clear (before restoring the backup) Data, System, Cache, Dalvik/ART cache to avoid any issue.
Reboot the device.


Done!