You can integrate Jenkins into your continuous integration environment in a variety of ways. The approach that you decide to implement depends on your particular development process.
The simplest scenario is to install Jenkins on the same machine on which you build and test your source code.
Real-world development and delivery processes typically require a more complex scenario than this, however, and you often need to ensure that your applications operate as expected on a variety of platforms. You can use Jenkins to its full potential in a multiple machine environment where Jenkins is installed on one machine (master) and controls a number of tasks that execute on various other machines (agents).
You can use Jenkins to automatically start the next task in your application development process when the previous one has completed successfully. For example, this is how you can create a sequence of projects: