Installing puppet-jenkins is easy.
To install via Git, all you need to do is clone a copy of the puppet-jenkins repository like so:
git clone git://github.com/rdegges/puppet-jenkins.git jenkins
That will clone puppet-jenkins into a folder named jenkins. Then you can simply copy that file over to your puppet module directory, usually:
cp -R jenkins /etc/puppet/modules/
And you are good to go!