zsh: command not found: build.sh

Your shell doesn't know what is build.sh.
Execute this ./build.sh

If a file is not executable, you need to make it with this command sudo chmod +x build.sh

Add permission to execute which you did already with chmod +x *.sh (try to avoid that since it gives permission to execute to all scripts, including ones that you don't want to be executable; Instead write specific file name - in your case chmod +x build.sh)

You can execute scripts with ./scriptname.sh for example ./build.sh - you did it before but without execute rights which now your script has.