Issue

You want to use Zulu® (Multi-platform Certified OpenJDK™) in a job and want to let Jenkins install it automatically on a linux slave 

Environment

• Linux 64bits executors (The script can be updated to manage others platforms)
• CloudBees Jenkins Enterprise
• DEV@cloud
• Jenkins OSS 

Resolution

To install Zulu 1.8.0_45, in your Jenkins configuration screen, you have to add a new JDK Installation using a shell script to install automatically it.

Here is the script used  to install the version 1.8.0_45. Depending of the version you want to install you may have to update the version and jdkUrl variables.
Tool Home must be the archive name without the extension (it is the directory name within the archive).

#!/bin/bash -ue
version=1.8.0_45
jdkUrl=http://cdn.azulsystems.com/zulu/2015-04-8.7-bin/zulu1.8.0_45-8.7.0.5-x86lx64.zip
jdkArchive=$(basename $jdkUrl)
jdkName="${jdkArchive%.*}"
jdkDir="$( cd -P "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
thisJdkDir=${jdkDir}/${jdkName}

if ! type wget >/dev/null 2>&1; then
    echo "ERROR: Unable to run wget"
    exit 1
fi

if [ -x $thisJdkDir/bin/java ]; then
    JAVA_HOME="${thisJdkDir}"
    if $JAVA_HOME/bin/java -version 2>&1 | grep -q "$version"; then
        exit 0
    fi
fi

echo "Installing Zulu ${version} in ${thisJdkDir}"
rm -rf $thisJdkDir
wget --no-verbose --referer=http://www.azulsystems.com/products/zulu/downloads $jdkUrl -O ${jdkArchive}
unzip -q ${jdkArchive}
rm -f ${jdkArchive}
echo "Zulu ${version} installed in ${thisJdkDir}"

exit 0

For example if you use it with Apache Maven it will give you something like

[zulu] $ mvn --version
Apache Maven 3.2.5 (12a6b3acb947671f09b81f49094c53f426d8cea1; 2014-12-14T12:29:23-05:00)
Maven home: /opt/maven/latest
Java version: 1.8.0_45, vendor: Azul Systems, Inc.
Java home: /scratch/jenkins/tools/hudson.model.JDK/Zulu_1.8/zulu1.8.0_45-8.7.0.5-x86lx64/jre
Default locale: en_US, platform encoding: UTF-8
OS name: "linux", version: "3.9.4-1-mansion", arch: "amd64", family: "unix"