Jenkins executes Selenium test in headless mode while use `Jenkins as Service`
Following command line if you plan to run the same application in both a headless and a traditional environment: more details

java -Djava.awt.headless=true
You can add environment variable in Jenkins configurations
Manage Jenkins -> Configure System -> Global Properties -> Environment Variables section As: 
Name :  DISPLAY
Value:   0
Installing Jenkins master as a Windows service. This will run browser in other users account to get rid from this do following things:

3.1 Go to your services and stop Jenkins service. To see all your services run 
services.msc, from there find Jenkins service and disable\stop it.

3.2 Go to jenkins home directory(C:\Program Files(x86)\Jenkins) and start 
cmd with administrator mode and hit
java -jar jenkins.war

if still your problem persist go through following threads
1. for as service,  


2.  for general queries