My Assignment is to find a list of all Jacksonville FL companies and the revenue earned yearly.

Question: Does anyone know were I can find this information ?

Yup. Go to the reference desk at your local public library (or a college/university library) and ask this same question. They have the answer. Of course, there won't be info on small businesses, just on the larger ones.

Yes, there is no such list on all companies, but should be all major ones but the local chamber of commerce, the local city tax office and the library are all good places to start.