Hi, Malte.
The "Jenkinsfile" is the marker file that Jenkins uses to find what branches and PRs to build in a multibranch job. The Jenkinsfile tells Jenkins 2 things: 1. I want to build this branch or PR. 2. The actual Job to run. Without a Jenkinsfile, Jenkins assumes that the branch needs to be skipped.
The Jenkinsfile does need to be present but you have a lot flexibility regarding what it contains. Using a Jenkinsfile there are ways to use an alternative repository that defines the pipeline to run in various ways:
You can use a combination of these two as well. So, yes, the Jenkinsfile needs to be present but it doesn't have to contain your Pipeline script. It can simply tell Jenkins where to find the Pipeline script that you want to run.
This is a really brief answer but hopefully can get you on the right track.
Regards,
Patrick