It's best if you understand intricacies of Android signing process. You can learn about Signing Android application here.
You might have to setup two certificates on your Continuous Integration server.
Debug certificate will be prepared automatically when you install Android SDK. Note that by default the Debug certificate expires after 365 days, so you will need to regenerate it periodically. This certificate has to be present in order to get QA/Test variants of your applications.
If you want to build Google Play or other app store variants in Jenkins, you need to setup production certificate. In your projects you will have to make sure to point to the certificate that you generated.
Follow Jenkins Android job setup in order to add the job in CI system.