I am trying to create a WCF REST client that will communicate to Jenkins and create a job from an XML file and then build the job. My understanding is that you can do that with Jenkins.
Can some one please provide some commands that you can type on a browser's address bar to create and build jobs? ie: http:localhost/jenkins/createItem?name=TESTJOB something along those lines.
See the Jenkins API Wiki page (including the comments at the end). You can fill in the gaps using the documentation provided by Jenkins itself; for example, http://JENKINS_HOST/api will give you the URL for creating a job and http://JENKINS_HOST/job/JOBNAME/api will give you the URL to trigger a build.
I highly recommend avoiding the custom creation of job configuration XML files and looking at something like the Job DSL plugin instead. This gives you a nice Groovy-based DSL to create jobs programmatically - much more concise and less error-prone.