##Design

Not sure why you have a virtual function on the worker?

virtual void exec_job(JobItem* job_item) = 0;

The worker is simple he picks up jobs and then does them. What the job is defines what work should be done. So I would have put the virtual function that defines the work on the JobItem.

The run() function of the worker is then simply.

void run()
{
    // You want some way for the thread to eventually exit.
    // You can make that happen by letting the queue return
    // a null object when the object is being shut down.
    JobItem* job;
    while(job = shared_job_queue_->pick())
    {
        job->do();
        delete job;
    }
}

Code Review

Prefer not to use pointers.

Pointers don't have the concept of ownership semantics. So we don't know who is responsible for deleting them. Use a type that conveys ownership semantics so the person reading the code understands the semantics.

 JobQueue* shared_job_queue_;

You always need a job queue. So this can never be nullptr. So rather than a pointer a better choice would have been a reference.

class JobWorker
{
private:
    JobQueue& shared_job_queue_;    
public:
    JobWorker(JobQueue& shared_queue)
        : shared_job_queue_(shared_queue)
    {}

Again in the JobQueue. You push and pop pointers. So there is no concept of ownership.

class JobQueue
{
private:
    queue<JobItem*>                 job_queue_;
public:
    // Definitely I need to use mutex and condition variable here
    JobItem* pick();
    void push(JobItem* job_item);
};

As a user of this class I could easily accidently pass the address of a Job object that is actual an automatic variable. Unless I read the code it is not obvious that the code will blow up. Even worse the code may not blow up for a while since the pointer is not deleted until after the work has been done.

In this case I would use a smart pointer. The obvious one is std::unique_ptr. When you use this as a parameter you are indicating that you are accepting ownership of the object.

class JobQueue
{
private:
    // You are maintaining a queue of owned pointers.
    // You will take responsibility for deleting them when this
    // object is destroyed.
    queue<std::unique_ptr<JobItem>>      job_queue_;
public:
    // This method returns a pointer.
    // More importantly it is returning ownership of the pointer to
    // you uniquely so you are the sole owner of the pointer and the
    // JobQueue is no longer retaining any pointers to this object.
    std::unique_ptr<JobItem> pick();


    // This method accepts a unique_ptr.
    // Because it accepts the unique_ptr by value you are loosing
    // ownership. Once this method is called you will no longer own
    // the object it will be gone from the object you passed.
    void push(std::unique_ptr<JobItem> job_item);
};

##Use modern C++

Its 2016. C++11 has been out for 5 years. C++14 has been out for two years. Both have std::thread and the associated parallel libraries.