Fishing jetties require either a 'River 1' or 'River 2' type village, before they can be placed into that village type on the water.
This village type can either be purchased by buying a new village or by converting your current village to a River based one.
You would need the correct level of rank 12, Alderman before you can buy an additional village, along with the correct amount of gold and a captain to purchase one.

Please see the wiki for more information: http://help.strongholdkingdoms.com/index.php/Village

And: http://help.strongholdkingdoms.com/index.php/Village_Table