Are military and jet pilots given any extra training before entering commercial aviation if yes, then how?
Watch out for the words "centerline thrust only"!

The overall answer to your question depends on the military pilot's background and experience.  Military heavy jet pilots (bomber and transport) will have very little difficulty converting over to civil airliners, as civil airliners and military transports of equivalent role are close cousins in flight characteristics, and many bombers aren't that far off either.

Fast-jet pilots, however, can run into one specific difficulty when transferring to civil jet aircraft.  Most (albeit not all) twin-engine tactical jets have their engines mounted very close to the aircraft centerline.  This means that there is very little yaw when an engine fails in a tactical jet, which is quite difference from the response of an airliner, or even most light twins, during an engine failure.

Hence, a pilot whose sole multi-engine experience is in twin-engine tactical jets may receive a "centerline thrust only" restriction on the CPL/AMEL certificate they are issued on the basis of their military experience.  This restriction must be lifted before they can fly or receive a type rating in a non-centerline-thrust aircraft (even a DC-9 yaws enough on engine failure not to count).  Thankfully, it's not a hard restriction to lift -- in the worst case, it's simply a matter of passing the multi-engine checkride in a light twin with wing-mounted engines, and may be liftable as part of a type rating course for a non-centerline-thrust multi-engine aircraft for that matter.