Article III of the United States Constitution vests the nation's judicial power -- which includes the authority to hear "all cases, in law and equity, arising under ... the laws of the United States" -- in the Supreme Court of the United States, and in the inferior courts established by Congress.
The federal courts therefore have authority under the Constitution to hear basically any case alleging that a federal law has been violated.
The federal district courts specifically have jurisdiction over any case in which the United States or any federal agency is a plaintiff or defendant.
But jurisdiction to hear a case is different than being empowered to grant the relief requested in a case. That authority comes from the Administrative Procedure Act, where Congress has specifically permitted judicial review of agency actions in 5 U.S.C. § 702:
A person suffering legal wrong because of agency action, or adversely affected or aggrieved by agency action within the meaning of a relevant statute, is entitled to judicial review thereof.