Well when Jenna steps off of the bus (she would have had to bribe the driver to let her out in the first place because she is human and not a slave) she was probably noticed and caught. An unclaimed human would be put in the auction house where Masters can go and guy slaves.
You can start her off in the Holding Pens where she is waiting to be brought up to the Auction Block. Masters can buy slaves right out of the holding pens if they don't want to try and get a good deal for the slave.
I would suggest waiting for the game to change to Week 10 which will be tomorrow night because we put up a slave auction on the Sunday of every game week.