Virtualization and something more...
The cleanest way to use Jenkins on Windows is to use the Jenkins Installer which installs Jenkins as a Windows Service.
That works fine, but of course the first challenge you face is cloning your Git repo over SSH (the default for the Jenkins Git plugin).
Putty is an SSH client that’s mostly used in Windows. Centos has an SSH client built in. Putty uses its own key format which is not compatible with OpenSSH’s key format. I will show you how to easily convert Putty’s format (mykey.ppk) to OpenSSH’s format (id_rsa) and conversely.