I have installed the Docker build step plugin for Jenkins.
The documentation is telling me:
Name : Choose a name for this Docker cloud provider
It depends on your host, but look for /etc/default/docker or /var/lib/boot2docker/profile (for Docker Machine hosts using a boot2docker VM).
You will see the port used by the docker daemon, for instance:
DOCKER_OPTS="-H unix:// -H tcp://0.0.0.0:2375"
^^^^^
Then get the IP address of the machine hosting your Docker daemon.
(With a Docker Machine created host, that would be: docker-machine ip .)
The URL to use is the combination of those the IP address and the port.