Git Hook
Service hooks enable you to perform tasks on other services when events happen in your Visual Studio Online projects. For example, push your code into master branch and Jenkins will build for you.
Make shore that your Jenkins machine is accessible from the outside.
Prepare your Jenkins Job
In Source Code Managenment tab, select "Git" and fill the required inputs.
Add a new service hook subscription
Access into your repo and go to:
Team project's administration page > Service Hooks > Create Subscription
Add jenkins.
Pick the event from Visual Studio Team Services that you want to trigger a Jenkins Build.
Configure the action to take Jenkins.
Now, when that event occurs in Visual Studio Team Services, your Jenkins build will be triggered.