With Module::Build, add something like this to your Build.PL:

my $builder = Module::Build->new(
    ...
    sh_files => { 'path/in/dist/to/test.sh' => 'sh/test666.sh'},
    install_path => { sh => '/etc/profile.d' },
    ...
}
$builder->add_build_element('sh');
$builder->create_build_script();
[download]

Read the Module::Build::Cookbook for details.