Security is often an afterthought, but it is quite important. When you are running Jenkins in your local network, you are probably good to go. However, when you need either your Jenkins server to be accessible outside of your network, you will need to do some additional work to make sure no uninvited guests come snooping at your data. Also, especially when lots of people are using the same Jenkins instance, you may want to limit who sees what by managing users and groups.
Security
Jenkins on HTTPS
Your first concern is getting Jenkins to run on HTTPS instead of HTTP. A lot of this information is already in the Jenkins documentation (https://wiki.jenkins.io/display/JENKINS/Starting+and+Accessing+Jenkins), but as always I am...