Within Jenkins, you can create a development sandbox into which you upload your files and, then, you can run a scan from the sandbox.
You do this when configuring your Jenkins job. After installing the Veracode Jenkins Plugin, you can configure Jenkins jobs to upload binaries to Veracode for scanning. You continue to use your same build process, just adding an additional post-build step for the Veracode parameters for scanning by Veracode.
You can also manage development sandboxes with the Sandboxes REST API.