Strictly speaking you can create a job in SQL 2005 Express as well. All the necessary stored procedures in the msdb are there and you can execute them succesfully. You cannot execute them on a schedule because there's no SQL Agent, but a job exists.

Just try this:

USE msdb ;

GO

EXEC dbo.sp_add_job

@job_name = N'Daily Backup' ;

GO

select * from sysjobs

GO

Exec dbo.sp_delete_job @job_name = N'Daily Backup' ;

I think the question should be in which version can you execute jobs on a schedule.