If you see your error message it says
Building in workspace /var/lib/jenkins/workspace/AutoScript
and as per your comments you have put urltest.sh in
/var/lib/jenkins
Hence Jenkins is not able to find the file. In your build step do this thing, it will work
cd # which will point to /var/lib/jenkins
./urltest.sh # it will run your script
If it still fails try to chown the file as jenkin user may not have file permission, but I think if you do above step you will be able to run.