You don't need to pick up your baggage or clear immigration and customs in SVO. Your airline will transfer your baggage to the next flight for you. When you check in at JFK, you will see that they will check the bags all the way through to TLL. And unlike the US, in most countries and in most circumstances it's unnecessary to clear immigration and customs to transfer flights when you are simply transiting one country on the way to another country.
You generally should receive boarding passes for both of your flights when you check in at JFK. If for some reason you don't, then you can pick up the second boarding pass at your airline's transfer desk at SVO. If you need to do this, ask a staff member of your airline for directions when you exit the plane at SVO.