On Debian-based distributions, such as Ubuntu, you can install Jenkins through apt-get.

Recent versions are available in an apt repository.

You need to have a JDK and JRE installed. openjdk-6-jre and openjdk-6-jdk are suggested.

Installation

wget -q -O - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add -
sudo sh -c 'echo deb http://pkg.jenkins-ci.org/debian binary/ > /etc/apt/sources.list.d/jenkins.list'
sudo aptitude update
sudo aptitude install jenkins

What does this package do?

Setting up an Apache Proxy for port 80 -> 8080

<VirtualHost *:80>
	ServerAdmin webmaster@localhost
	ServerName ci.company.com
	ServerAlias ci
	ProxyRequests Off
	<Proxy *>
		Order deny,allow
		Allow from all
	</Proxy>
	ProxyPreserveHost on
	ProxyPass / http://localhost:8080/
</VirtualHost>

Where to go from here?