Update Jenkins from a war file

#on ubuntu, in /usr/share/jenkins:

sudo service jenkins stop
sudo mv jenkins.war jenkins.war.old
sudo wget https://updates.jenkins-ci.org/latest/jenkins.war
sudo service jenkins start

You can overwrite the existing jenkins.war file with the new one and then restart Jenkins.

This file is usually located in /usr/share/jenkins.

If this is not the case for your system, in Manage Jenkins -> System Information, it will display the path to the .war file under executable-war.