Wherever you read about continuous delivery or continuous integration it's recommended to use an artifact repository to store the artifacts even though Jenkins already stores them for each build.
So why is it recommended to use an artifact repository? Is there a smooth solution to work with the artifacts of the Jenkins builds, ex. to use these artifacts for deployment?
An artifact repository and continuous integration tools serve two different purposes and one cannot be substituted with the other. Check this video from Artifactory, one of the providers of artifact repositories, about why one should use an artifact repository.
Jenkins stores the artifacts as plain files without versioning while artifacts in an artifact repository can be version controlled. So you have a lot more flexibility in retrieving artifacts and governing them. Read this very good article on why we need them. Surely not all of those things are supported by continuous integration tools like Jenkins.
Moreover, you can also look at the Artifactory plugin for Jenkins which integrates the two.