I found a solution based on this answer by Jan The issue is that Windows is looking for the certificate for the service and your server does not have access to the Internet. Your best option is to enable Internet access to the server for the installation of Jenkins. You wont need it once Jenkins is installed.
You could also try to disable certificate checking this way (though I'm unsure if this will work.)
1) Create the directory:
C:\Program Files (x86)\Jenkins
2) Create a text file named
3) Add the following text to the text file:
4) Run setup as an