I\'m using a EC2 server instance. Used the following to install Jenkins:
wget -q -O - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add
Similar to the Ubuntu answer above, the Windows admin default password is stored in {jenkins install dir}\secrets\initialAdminPassword file (default install location would it in C:\Program Files (x86)\Jenkins\secrets\initialAdminPassword )