According Module::Build::Cookbook, if you specify
$builder->add_build_element( 'sh' );
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' },
And here the files are not the same. The destination is 'blib/sh/jump.sh'.

In reply to Re^3: Add bash file to a dist package by lima1
in thread Add bash file to a dist package by earlati

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