What you'll have to do is to create a symbol for the wire jumper, both in the schematic and in the set of PCB footprints. Whereas I do use the old DOS-based OrCAD, I find their Windows-based products lame and unhelpful, so I don't know exactly how you'd cope with the fact that these jumpers are likely to be of variable length.

What you may find workable is to place a test point on the board at each end of the unrouted net, hand-route to it, and then call it done. You'll then have to list the wire jumpers as separate compnents in the BOM. I occasionally used to do that sort of thing when I needed single-sided boards and couln't route them to completion. I'd wire-wrap between the posts on the component side of the board in order to complete the net. You don't have to do that, of course, as wire jumpers can be soldered in place.

RE