Hi,
You need to install plugins for that. Jenkins don't have plugins installed initially. You can follow the below steps to do so.
- 
Install the cobertura plugin (via Manage Jenkins -> Manage Plugins) 
- 
Configure your project's build script to generate cobertura XML reports (See below for examples with Ant and Maven2) 
- 
Enable the "Publish Cobertura Coverage Report" publisher 
- 
Specify the directory where the coverage.xml report is generated. 
- 
(Optional) Configure the coverage metric targets to reflect your goals.