Walter Lucetti has step by step instructions on how to install OpenNI2 on the Jetson: http://myzharbot.robot-home.it/blog/software/configuration-nvidia-jetson-tk1/asus-xtion-pro-live-openni2-compilation-install-instructions/.
These instructions are derived from this Jetsonhacks post: Building OpenNI2 for the Structure Sensor from several months back.
Enjoy!