To pull directly from your GitHub account you need URI and your credentials and few plugins needs to be installed in Jenkins.
Follow Below Steps:
Step 1: Navigate to Manage Jenkins -> Manage Plugins and Verify inside Installed tab that Git plugins are installed
Step 2: Navigate to Manage Jenkins -> Global Tools Configuration and check you have selected Installed Automatically or added path for your git installation
Step 3: Got to Your Project -> Configure
Step 4: In Source code management select Git
Step 5: Copy your Project URI which you can get from GitHub, Also add credentials for you account.
Step 6: Click Save and Apply.