Download latest or specific version you want to install from here.
$ wget https://updates.jenkins-ci.org/download/war/2.123/jenkins.war
The easiest way to execute Jenkins is through the built in Jetty servlet container. You can execute Jenkins like this:
$ java -jar jenkins.war
Of course, you probably want to send the output of Jenkins to a log file, and if you’re on Unix, you probably want to use
$ nohup java -jar jenkins.war > $LOGFILE 2>&1 &
To see Jenkins, simply bring up a web browser and go to URL
http://myServer:8080 where myServer is the name of the system running Jenkins.