How is Continuous Integration different from using git to integrate external code?
Merging code changes is definitely handled by Git and its tools.  But Continuous Integration also includes testing and building the software. The development teams are provided with constant feedback on the status of their branch(es) and whether they are failing tests, builds, etc.

Jenkins provides the tools to enable this feedback.  By creating a CI "pipeline" in Jenkins the developer gain much better insight into the build, beyond what simple Git merges and stashes provide.