I've tried running the katas on a Jenkins instance installed using apt. There are a few prerequisites that might be worth mentioning in setup-on-your-own.md.
- Docker must be available on the server and/or worker instance
- The user running Jenkins ("jenkins" user by default) must be added to the Docker group
- Ensure the Blue Ocean plugin is installed. It isn't installed by default or as part of the recommended plugins in a manually installed Jenkins instance.