Installing Mylyn
Mylyn comes preinstalled with the most recent versions of Eclipse, so you may just need to select it by navigating to Window | Show View | Other, then selecting the Builds component from the Mylyn category like this:
Now you just need to configure Mylyn using the following details:
If you use a version of Eclipse that does not come bundled with Mylyn, you can download and install it using the standard Eclipse installation process by selecting Help | Software Updates… then add a new update site with this URL: http://download.eclipse.org/tools/mylyn/update/e3.4 (or a later version, if available and preferred).
Once this has been done, select the new update site that you just created and add the Mylyn components you would like to install.
Mylyn and Jenkins configurations
Once installed, you will then be able to select Window from the main toolbar menu, and then Show View, Mylyn, and Builds.
This should produce a window similar to the following, from which you can then select...