To configure available Groovy installation on your system, go to Jenkins configuration page, find section 'Groovy' and fill the form as shown bellow.
If you doesn't configure any Groovy installation and select
(Default) option, plugin will fallback into calling just
groovy command, assuming you have
groovy binary on the default path on given machine.
To create Groovy-based project, add new free-style project and select "Execute Groovy script" in the Build section, select previously configured Groovy installation and then type your command, or specify your script file name. In the second case path taken is relatively from the project workspace directory.