Monte Carlo approaches are a powerful tool in collider physics as they allow to make theory-data comparison on complex multi-particle observables, otherwise difficult for perturbative calculations. In heavy-ion collisions, there is a multitude of Monte Carlo approaches that try to address jet quenching phenomena, name given to the collection of medium-induced modifications that high momentum particles and jets undergo when traversing the hot and dense medium that is produced in such collisions. These models are being continuous developed alongside the theoretical efforts to understand and accurately describe experimental results provided by both RHIC and the LHC. In this manuscript, it is given a general overview about the fundamental building blocks that these tools have to address to describe jets in heavy-ion collisions. It follows a comparison on the latest results provided by some of the jet quenching Monte Carlo models to jet and intra-jet observables. A final personal outlook is presented at the end of the manuscript.