Welcome to the forum.
CAIs are of dubious repute around here. I like mine, but many claim they are useless. They certainly will not blow you away or add any of the big horsepower numbers "suggested" by the manufacturers. In your driving RPM range, I'd say you should expect 2 to 4 horsepower, tops. It'll also sound cool. Search the JK section for post titles containing the word "intake" and you'll get more yack about it than you could possibly need.
Assuming you're still interested, the way your factory warranty works is that it (a) won't apply to any modifications you make and (b) won't apply to anything damaged by your modifications. Therefore, your factory warranty won't cover the CAI itself nor any damage caused by the CAI.
There are some folks who claim that CAIs do let in more particulate and, in the right circumstances, water into the engine. If this particulate/water is ultimately the cause of an engine failure, then your warranty won't apply to the cover the cost of the repair.
That said, I haven't seen anybody on this forum suggest that a CAI actually injured their engine or that a dealer denied a warranty claim because of a CAI. But could it happen? I suppose.