If you mean joining an AD domain at an OS level, probably the path of least resistance, is to install Samba and configure it. Install samba like this:

apt-get update && apt-get install samba

Although please note that the default Jenkins config that our appliance ships with, uses Linux user authentication (PAM), which is not compatible with Windows users in AD style domains. Just in case, this is what you want to do anyway, then there's some docs that should be relevant here and/or here. Then for Jenkins authentication, you'll probably still want to use the below.

If instead, you mean that you just want to use AD authentication for Jenkins users, then the above is likely overkill. All you should require is the Jenkins Active Directory plugin. I haven't ever tried it and aren't 100% sure of the implications but here's a tutorial that looks like it's probably relevant.

Hope that gets you going. Please post back and let us know how you go, or if you have further questions.