I installed the GHPRB plugin and configured it as described here: https://wiki.jenkins-ci.org/display/JENKINS/GitHub+pull+request+builder+plugin.
For the Github server api URL setting, we use a Github Enterprise instance, so I specified it as https://github.mydomain.com/api/v3. I then configured s pull request based job, and can see that it triggers in /var/log/jenkins.log only to fail with java.io.IOException:

. The stack dump reveals that it is still trying to use the github.com API, not our Enterprise instance:

Caused by: java.io.IOException: Server returned HTTP response code: 401 for URL: https://api.github.com/repos/MyOrg/MyRepo