It appears that something may have changed on Oracle’s end, now these downloads can not be made automatically.
You have three options:
1 Upgrade your instance to CloudBees Jenkins Enterprise 2.XX
2 install the SDK on your Linux locally with rpm/tar.gz and configure a SDK on Jenkins like this
3 configure a manual installer from the URL of the tar.gz for linux
These are the URLs to download the SDK for Linux 32, and Linux 64 bits