This is very illegal in the 7 kingdoms, and so Jorah was exiled to Essos, leaving his dishonored famly and his heritage behind.
However, Jorah in order to fund his wife's extravagant lifestyle began selling poachers he caught on his land to slave traders. Long Claw originally belonged to House Mormont from Bear Island and was passed down the line to Jeor Mormont (who would later become Lord Commander of the Night's Watch) who passed it to his son Jorah.