I want to know how to Create the credentials that can be used by Jenkins and by jobs running in Jenkins to connect to 3rd party services.
You should specify which 3rd party service you will work on. Below is an example of credentials with bitbucket
I am now working with Jenkins ver. 1.568. By default, there's Credentials feature. So, if you want to add a credential, just click on Add Credentials. For example, I'd like to add SSH Username with password, so I can use it in checking out code from bitbucket