There is jacketed pipe model included in the Examples folder built with your CAESAR II installation. (Click on the "Examples" button in the "Open File" window.)
The key with jacketed systems is to get the spacers modeled correctly (using Node/CNode restraint pairs) to keep the core & jacket lines co-linear. It will be up to you to model other restraints where the core pipe actually "clashes" with the jacket (another restraint between nodes but with a gap).