Q1) Is Add Application Pipeline available only in Pega 7.3.1? Yes
Q2) Is Jenkins also included inside Pega 7.3.1? No additional Jenkins installation needed for auto deployment in ega 7.3.1? As per Pega 7.3.1 media i don't see the Jenkins installation setup file, you need to download it from Jenkins official website from here.
OOTB DevOps will allow users to model, run and report on their CICD pipelines from Pega. While Jenkins will enable users to execute Jenkins jobs such as automation testing from the pipeline, even without it users will be able to automate their deployments using OOTB DevOps.