I downloaded Jenkins distribution from here and followed the steps to setup it locally.

Next is getting up a CI server, which in my case was Jenkins. You should by now have used ant migration tool and familiar with the build.xml and build.properties and how to deploy package from your local machine in a sandbox. If you are in the same quest as I was, it all starts with ant migration tool. In the next part, I will detail out to configure a Jenkins task to integrate with BitBucket and build the project from the source code repository. The post is a two series, where in the first part I have detailed out to configure a basic Jenkins task to build a local project. This post is specifically around all the things that I learnt and did to get it running, and if at all it helps anyone. But in my quest to learn about Salesforce CI, I had the opportunity of starting from scratch where I used GIT commands, setup Jenkins, created account on BitBucket and finally integrated everything together to run ant migration tool for builds. Well, to start with, this is definitely not a new topic and has been discussed around at lots of places and lot many times.

Installing ant for salesforce