A lot of tools and metrics which are pretty much given for some dynamic languages are quite esoteric in C++ land. Unit testing is one of these tools, and so code coverage metrics is even more obscure in C++. Turns out it's not impossible. I have uploaded an example C++ project with unit tests and code coverage report generation. Shouldn't be to hard to adapt this code to your own project.
Let's analyze some of the core concepts of this example.
Unit testing
A coverage report only makes sense if you have a suite of unit/integration tests. gtest and gmock have worked the best for me but I guess anything that can run a suit of tests will be good to get a coverage report.
Getting some coverage
gcov is a simple utility you can find on Linunx to generate coverage reports. gcc has support for it, you just need to compile with "-fprofile-arcs -ftest-coverage --coverage" and link with "--coverage -lgcov". If you see the line 10 on the makefile for the example project, you'll see I define a new build type, special for coverage report.
Once the project is built with support for gcov, running the tests will generate a bunch of stats for lcov to pick up. The makefile includes a target that takes care of all these steps, compiling the program with gcov support, running the tests and then collecting the results into a nice html report.
Getting it running
Unfortunatelly, generating a coverage report has a lot of dependencies in C++. For the example on my github repository you'll have to install lcov, cppcheck, gtest, gmock and vera++ (a code style checker for C++ which is now discontinued... you should probably search for a replacement). Once you have it running, though, you can easily integrate this with your jenkins setup.