There are two types of things to install: executables and other things. For executables simply add a scripts key to your hash:

use Module::Build;

my $build = Module::Build->new(
    module_name         => 'YourName',
    # ...
    script_files        => [ qw( your scripts here ) ],
    #...
);

$build->create_build_script;
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To do other things takes a bit more work:

my $subclass = Module::Build->subclass(
    class   => 'My::Builder',
    code    => &_custom_code(),
);

my $build = $subclass->new(
    module_name        => 'YourName',
    script_files       => [ qw( same as above ) ],
    #...
);

$build->create_build_script;

sub _custom_code {
    return <<'EO_CODE';
    sub ACTION_install {
        # do whatever you want at the end of install
    }
EO_CODE
}
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Note that shelling out to other scripts is probably not ideal (but is legal). Rather, we code all the file copying, etc in the Build.PL using pure Perl.

Phil