++marto is absolutely correct ("Re: Error while installing Perl module GD-2.73.") in requesting you supply more pertinent details.
My best guess is that you, or your script, is using Module::Build.
The SYNOPSIS for that module shows ./Build, not Build, for all except MS platforms.
Perhaps that's a place to start troubleshooting your problem.
For what it's worth, I typically install GD via the core cpan utility
without any problems. I currently have v2.73 installed. Perhaps another option for you to try.