Thank you for your interest in Telerik Test Studio.
Your question is quite interesting and I will be glad to assist you as far as it concerns Test Studio. Test Studio runs under Windows platform. Having this in mind certainly the Jenkins agent that will interact with Test Studio needs to run on Windows OS. Here is an article how to configure Jenkins
to work together with Test Studio.
However if Jenkins supports multiplatform setup is not subject of Telerik Support Team expertise and you will need to place further questions to respective support.
Please let me know if this information is helpful to you and if you need further assistance from our side. I hope to hear from you soon.