There are many ways to test Jenkins...
Jenkins Pipeline Unit is great but it's generally recommended to keep all of your logic with stages and not get too crazy with custom Groovy in your pipeline. Though, it's a great option if you have a very advanced use-case and want to make sure your code is reliable.
The Replay Pipeline Run Option is awesome if you want to verify a quick change or iterate quickly on a previously setup pipeline. But it only allows for altering Jenkinsfile Code and runs against the production Jenkins Instance.