In order to build a Jenkins plugin, you need to run the mvn install command in the plugin directory.
The mvn install command will both build and test the Jenkins plugin and, more importantly, create a file called pluginname.hpi; or, in our case, it will create a file called jenkins-helloworld-example-plugin.hpi in the target directory that we can use to deploy to Jenkins.
I have attached a sample install run in the following screenshot: