First, to know docker, I invite you to read what is written on their website. but what they mean by it all. In fact, simply, is to create a server that will contain everything you want: application server, RDBMS, web server, application software ....
But how to do all this :
well it's simple: just install docker on your machine (it's exist for any OS).
And whats :
I told you, it's simple, if you want a server ready to use without any customization: then you can go on the docker hub website.
Well, if you chose to install your server, then run the docker run command is well documented on the site.
I take the case of jenkins, jenkins if you are looking on the search bar: jenkins, you have this:
I recommend you always use the official repo.You will find how to perform this official image.
docker run jenkins