Yes, the error message already tells you that:
So either in your main.jl you need to make sure that the project is instantiated, or modify your jenkins BAT script to instantiate it before you run the script:
cd /d E:\XXX\Jenkins\workspace\test\JenkinsSim
set JULIA_PROJECT=@.
set JULIA_NUM_THREADS=8
julia -E 'import Pkg; Pkg.instantiate()'
julia E:\XXX\Jenkins\workspace\test\JenkinsSim\scripts\main.jl