I want to extend my software engineering practices to Continuous Integration. I've understood that Jenkins is the most used CI tool by far, so I've decided to begin with that.
But I have many doubts with which build tool use. I've read that most of them are based on Ant, which is also being used widely nowadays, so I've no clear which of these tools use.
Seems you're looking for something like PHP Continuous integration, with Jenkins and Phing.
Learning Jenkins, as one of the CI tools, is not a bad choice, as it is used for many CI jobs. But it is just a basic tool, for launching jobs. Most of these jobs are checking out source code from SCM (svn, subversion, git, mercurial, etc) and then build the code, based on Ant, Maven, Gradle, Phing, Buckminster, etc etc. In your case, when PHP is the code to be build, then Phing, seems the way to go. As Phing is based on Ant, so it is wise to learn (at least) the Ant basics.