To create a unique list of values from a field inside a cursor would repeat that for every feature, while the list remains the same.
If I understand correctly, you want to construct a path (string) and store that in a field. You could use this:
import arcpy, os
Ausgabepfad = r"R:\Karto\Bierer2014\Datenabgabe\20150113_Brandt\raster"
fgdb = "RasterCatalog.gdb" # you're not using this
arcpy.env.workspace = os.path.join(Ausgabepfad, fgdb) # you're not using this
ext = ".jpg"
fc = os.path.join(Ausgabepfad, "Orthos_Nummern.shp")
fld_oid = "OBJECT_ID" # or: arcpy.Describe(fc).OIDFieldName
fld_out = "YourOutputFieldName" # should exist in shapefile
rows = arcpy.UpdateCursor(fc)
for row in rows:
path = os.path.join(Ausgabepfad, "{0}{1}".format(row.getValue(fld_oid), ext))
row.setValue(fld_out, path)
curs.updateRow(row)
# or if you have a version >= 10.1 SP1, you could use the arc.da.UpdateCursor
flds = (fld_oid, fld_out)
with arcpy.da.UpdateCursor(fc, flds) as curs:
for row in curs:
row[1] = os.path.join(Ausgabepfad, "{0}{1}".format(row[0], ext))
curs.updateRow(row)