If you are on Windows and you want Jenkins to behave like a civilized server and not a random script running in your user profile then the MSI installer is the shortcut to sanity. It sets up a Windows service, places JENKINS_HOME where a human can find it, and drops the initial admin password in a file so you do not have to perform any digital necromancy.
Checklist for minimal pain
Right click the MSI and run as administrator. The installer will walk you through folder choices and optional components. If you are in a lab then accepting defaults usually works. For production choose a sensible installation folder and point JENKINS_HOME to a volume that is backed up.
The installer asks whether to run Jenkins as a service and which account to use. Please do not run Jenkins as a full administrator unless you enjoy waking up to mysterious build failures. Create a dedicated service account with least privilege and grant it rights only to the folders Jenkins needs. Confirm the listening port and ensure the Windows firewall allows inbound traffic on that port.
After installation your first browser visit will show an unlock screen. The installer will tell you where the initial admin password file lives. Look in %PROGRAMFILES%\Jenkins\secrets\initialAdminPassword
or under your configured JENKINS_HOME in the secrets folder. Copy that long awkward string into the web form and move on with your life.
Choose install suggested plugins to get a sensible feature set fast. After plugin installation create an admin user and store the credentials in a secrets store that you actually trust more than sticky notes. Next configure global tools such as Git and the JDK under Manage Jenkins then Global Tool Configuration so builds do not fail with the classic missing tool panic.
Run the Jenkins service under a least privilege account and keep automated backups of the JENKINS_HOME folder. Backups preserve job history, pipeline scripts, and plugin configuration. Also configure periodic plugin and core updates on a maintenance window and test those updates on a non production instance first.
This guide covered downloading the MSI, running the installer with admin rights, choosing a safe service account, unlocking Jenkins, and installing plugins plus an admin user. The result is a Windows host that can run builds and pipelines without constantly surprising you. If you like calm servers then automate backups, avoid running as admin, and treat JENKINS_HOME like the fragile treasure it is.
If you hit a snag consult the Jenkins logs under the service log location and the secrets
folder before yelling at the computer. Good luck and may your pipelines be green more often than not.
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