Jon Arryn cannot be saved from any effect that would cause him to leave play. That includes being killed, discarded from play, sacrificed, removed from the game, returned to hand, shuffled into the deck, placed in shadows, placed in the discard or dead pile, or placed on the top or bottom of a player’s deck.
The Forced Interrupt is triggered automatically when Jon Arryn leaves play. Each player individually makes a choice whether to draw 2 cards, gain 1 power, or neither.
You gain 1 power before Jon Arryn leaves play. If that gets you to 15 power, you win the game. All players gain power simultaneously, so it is possible for two or more players to reach 15 power at the same time. If that happens, the first player decides who wins the game.