The tutorial referenced, talks about advanced deployment options for enterprises and large CI chains.
Specifically, it attempts to create two or build job configurations that will reduce the amount of disk space and build times required to run an analysis.
In general however, yes, the Dependency-Check plugin needs to be configured for every job. This is true for any build-step plugin such as FindBugs, PMD, CheckStyle, etc.
By ‘integration’ what are you referring to? If you simply want to get a working job, then there’s very little configuration required. Add the post build publisher step, and optionally add the build step to perform the analysis. If you don’t analyze with the Jenkins plugin, you can use the Maven, Ant, Gradle, or CLI to perform the analysis and use the Jenkins publisher step to visualize results.