A city’s jazz scene is best measured not by an annual festival — though Sonny Rollins free at the Frank Gehry-designed Pritzker Pavillion in Chicago’s Millennium Park on Thursday night was a fine thing. The real signs of Chicago’s jazz depth and diversity are evident in the unique “club tour” (aka pub crawl), which the Jazz Institute of Chicago cleverly designs to introduce listeners to local musicians playing small venues way outside the downtown Loop.