The first mention of Ryan's personal life is in episode Little Girl Lost when Castle makes fun of his "bright" tie. He tells them that it's a present from his girlfriend for their two week anniversary. Esposito jokes and asks if that's paper or silk.
He mentions his girlfriend, still no name is given, in the episode The Double Down. Castle and Esposito make fun of Ryan when he says he won't be able to go home and make warm "honeymilk" with his girl. Honeymilk will be a nick name that will haunt Ryan for a while. There will be serveral episodes where Ryan talks about his girlfriend. At one point Castle and Esposito start to ask when they are going to meet this mystery woman.
Jenny makes her first appearance at the very end of the episode The Mistress Always Spanks Twice. She tells them all how much she's heard about them that she feels like she knows them all already. She tells Beckett she's so much prettier in person than in a recently-published article in "Cosmo"; she tells Castle that she read Kevin's copy of Heat Wave and that she couldn't put it down; and she tells Esposito that he's a great partner and to make sure he keeps Kevin safe. Ryan and Jenny leave the precinct to catch a movie. Their impression of her is that she is very sweet and she and Ryan make a great couple.
Jenny is mentioned several times throughout the rest of season two and into season three.
She next arrives at the precinct in Nikki Heat when Ryan shows Castle and Beckett an engagement ring that he has for Jenny. Castle tells Ryan he can't just ask Jenny to marry him. He has to make a statement, make it big, like a helicopter ride. Beckett tells him most girls prefer something more intimate. Natalie Rhodes, who is slated to play Nikki Heat in the movie version of Heat Wave, shows up at the crime scene to shadow Beckett. During the episode we find out that Natalie Rhodes is on Ryan's list of top 5 celebrities he would sleep. Jenny shows up at the precinct with Ryan's phone and finds out that Natalie Rhodes is working with them. She also finds out that Ryan didn't play darts with Esposito the night before and she assumes that Ryan was with Natalie. She pushes Ryan out of the elevator as he tries to explain and leaves. Ryan had actually gone to Jenny's parents to ask there permission to propose to Jenny. She returns after the case is wrapped up and Ryan gets down on one knee and asks Jenny to marry him in front of the entire squad room.
Jenny appears in Demons when Ryan and Esposito decide to take both Jenny and Lanie out to dinner so the girls could meet (in the scene, Ryan wears the same tie for which he was teased in "Little Girl Lost" and which he says Jenny gave him for their two week anniversary). It starts out as a pleasant dinner between the four of them but quickly turns when Jenny innocently asks when Esposito and Lanie are going to get married. Esposito tells Ryan the next day that he and Lanie have split up.
Jenny (Duffy-O'Malley) and Detective Kevin Ryan are finally married in Til Death Do Us Part. In The Wild Rover, Ryan and Jenny discover they are pregnant. In Under Fire, she gives birth to a baby girl, who they name Sarah Grace, after Jenny's grandmother. Had the baby been a boy, they agreed to name him Javier, after Esposito.
Juliana Dever said that Jenny was originally envisioned to be a lawyer and a recurring character: "They wanted to write something for me where I didn't just have one episode, where I showed up as a lawyer and that was it. They wanted something where I could continue to recur. It kind of was that perfect idea of that if he's going to have a girlfriend why not make that the character that Juliana is part of. So they kind of brought me in and I've been his girlfriend, fiancee, wife, ever since."
- Castle Q&A: Seamus & Juliana Dever on Baby Ryan, Playing and Epic Couple and More, TVFanatic.com, written by Christine Orlando, posted January 3, 2014