1. download and install JDK + Microsoft .net framework 3.5
2. download jenkins.war for windows from jenkins main page
3. java -DHUDSON_HOME=D:\jenkins -jar jenkins.war
4. luanch your browser to "http://local:8080/"
5. look for the "install as windows service" link in the "Manage Jenkins" page
6. install it and restart jenkins with new service
7. If you want to start it by command line, use this command
'java -jar jenkins.war --httpPort=9090'
Don't forget set HUDSON_HOME