How does Jenkins work?
You can download Jenkin as war file from Download and deploy
The master-agent (or distributed) architecture in Jenkins is used for managing distributed builds. The Master and Agent(s) communicate through the TCP/IP protocol. The Jenkins master can also execute the jobs directly but it is always recommended to select the appropriate agent(s) for build and execution-related tasks.
A agent is a remote machine that is connected to the Master. Depending on the project and build requirements, you could opt for ‘N’ number of agents. agents can run on different operating systems and depending on the ‘type of build request’, the appropriate Agent is chosen by the Master for build execution and testing. Read here for complete setup and configuration here