Jenkins setup and basic security settings

You have to download a platform-specific installer from Jenkins site: https://jenkins-ci.org/

The installation should be easy, if you have any issues with it you can find additional information on the site https://wiki.jenkins-ci.org/display/JENKINS/Containers

After the installation in windows you should restart your machine, Jenkins will start up with windows.
To check if it running you have to go to http://localhost:8080/

My advice is that the first thing should be to set up an administrator account to block people from the network to misuse the application.

The simplest authentication scheme–Jenkins maintains its own independent user database:

1. Go to the Jenkins dashboard, usually http://_server_:8080 or http://_server_/jenkins:8080, where server is the host on which Jenkins is running
2. Select Manage Jenkins, then Configure Global Security
3. Click Enable Security. The page will expand to offer a choice of access control.
4. Select Jenkins’ own user database
5. Check Allow users to sign up option (you can uncheck this option after the initial admin user is created)
6. Click Save
7. On the right side you can sign up and create the first user (screenshot below, click for larger view)
8. Go to Manage Jenkins -> Manage Users
9. On the left side you should click on create all your users manually if you want
10. 

You can find more detailed information on the following page:
https://wiki.jenkins-ci.org/display/JENKINS/Standard+Security+Setup

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Tihomir Turzai