It is often useful to know where builds wind up in the filesystem. In the case of the Fedora package, the Jenkins jobs are stored here: /var/lib/jenkins/jobs.
Each job gets its own directory, and the job description XML is stored in this directory as well as a directory for the build, called a workspace. The job's XML files can be backed up to another server in order to be able to rebuild the Jenkins server in the event of a catastrophic failure. There are dedicated backup plugins for this purpose as well.
Builds can consume a lot of space, so it may sometimes happen that you need to clean out this space manually.
This shouldn't be the normal case, of course. You should configure Jenkins to only leave the number of builds you have space for. You can also configure your configuration management tool to clear out space if needed...
