$ docker-compose up
Here's a Docker Compose config file that'll give you Gitlab (SSH on 10022, HTTP on 10080) and Jenkins (HTTP on 10081) running and connected. Just add the GitLab CI and Git plugins to Jenkins and you're good to go.
Note that when setting Jenkins as your GitLab CI on the GitLab side, you have to use the container's IP since the link only goes the other way. Also GitLab can't send emails as is, I'm working on that.