U.S. Ambassador to the United Nations, Jeane Kirkpatrick, arrived in Israel Sunday, bringing with her a special message from President Reagan to the conference on Soviet Jewry to be held in Jerusalem this week. She said on arrival here: “The plight of Jews in the Soviet Union is important to the people and government of the United States. We fervently believe in the right of free emigration of all persons everywhere.” Ms. Kirkpatrick added that she was bringing a message from Reagan to the conference at which she will head a special American delegation. The conference in Jerusalem is a continuation of the Brussels Conference on Soviet Jewry and is the third international gathering on this subject.