According Module::Build::Cookbook, if you specify

$builder->add_build_element( 'sh' );
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this will find all *.sh files in the lib directory of your distribution. In your case, the bash script is in a non-standard directory, so you have to tell Module::Build where it is:

sh_files => { 'sh/jump.sh' => 'sh/jump.sh'  },
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And here the files are not the same. The destination is 'blib/sh/jump.sh'.