I had the same problem, i got the solution after many attempts.
This solution works ONLY on windows XP
If you are using jenkins as a windows service you need to do the following :
1) In windows service select the service of jenkins
2) Open properties window of the service -> Logon-> enable the checkbox "Allow service to interact with desktop"
After then you should reboot the service jenkins
Hope this help you :)
UPDATE:
Actually, I'm working on a an automation tool using Selenium on Windows 10, I've installed Jenkins ver. 2.207 as windows application (EXE file), it's running as windows service and ALL drivers (Chrome, FireFox, IE) are visible during test executions WITHOUT performing a mere configuration on the System or Jenkins
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