Chocolatey installation instructions can be found at chocolatey.org/install.
You can install Chocolatey with cmd.exe with the help of the following command:
@"%SystemRoot%\System32\WindowsPowerShell\v1.0\powershell.exe" -NoProfile -InputFormat None -ExecutionPolicy Bypass -Command "iex ((New-Object
System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))" && SET "PATH=%PATH%;%ALLUSERSPROFILE%\chocolatey\bin"
Once Chocolatey is installed, you can simply run choco install jenkins to install Jenkins via Chocolatey.
