This means key from jenkins site is not properly added.
Run
sudo apt-get update
In the end you would get output like
Ign http://in.archive.ubuntu.com trusty/main Translation-en_IN
Ign http://in.archive.ubuntu.com trusty/multiverse Translation-en_IN
Ign http://in.archive.ubuntu.com trusty/restricted Translation-en_IN
Ign http://in.archive.ubuntu.com trusty/universe Translation-en_IN
Fetched 181 B in 25s (7 B/s)
Reading package lists... Done
W: GPG error: http://pkg.jenkins-ci.org binary/ Release: The following signatures couldn't be verified because the public key is not available: NO_PUBKEY < ???? >
???? - would be the key for you.
Now use this key in the command below
sudo gpg --keyserver http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key --recv-keys ????
you would get response as
gpg: requesting key D50582E6 from http server pkg.jenkins-ci.org
gpg: /root/.gnupg/trustdb.gpg: trustdb created
gpg: key D50582E6: public key "Kohsuke Kawaguchi <kk@kohsuke.org>" imported
gpg: Total number processed: 1
gpg: imported: 1
Add to the sources using command.
sudo sh -c 'echo deb http://pkg.jenkins-ci.org/debian binary/ > /etc/apt/sources.list.d/jenkins.list'
Now you can install using
sudo apt-get install jenkins