Jenkins runs on Java, So please make sure you have JDK1.8 and respective JRE installed on your system.
In order to install Jenkins on your windows machine, Please follow instructions at below url.
https://www.guru99.com/download-install-jenkins.html
Once the Jenkins is installed, access Jenkins using url
Please follow instructions at below link.
To run Jenkins.war, go to the specific folder and run
Java -jar jenkins.war
Access Jenkins at