Jenkins security - hide all screens unless user is logged in

This can be done with the Role-Strategy plugin.

Install the plugin, add a new group called "Anonymous" and uncheck everything. Then you want to add another group called "authenticated" and check everything. Add your existing users to this group. Jenkins will immediately prompt you for a login this way.

You can use https://wiki.jenkins-ci.org/display/JENKINS/Role+Strategy+Plugin

it allows to specify to define roles and assign roles to users, users with no roles won't even see the jenkins ui.