Make sure you have all the NSJail dependencies installed on your system. As per the NSJail Dockerfile, this looks like:
apt-get install -y \
autoconf \
bison \
flex \
gcc \
g++ \
git \
libprotobuf-dev \
libnl-route-3-dev \
libtool \
make \
pkg-config \
protobuf-compiler
Then, just run
zef install NSJail
# or
git clone https://github.com/aearnus/perl6-nsjail.git
cd perl6-nsjail/
zef install .
This will compile NSJail for you, no installation needed.