build.sh doesn't handle spaces in file paths
[M]ake a directory with a space in its name, such as "foo bar". In my case, it was "Backup One". Navigate (cd) your terminal to this place. Follow the build instructions in BUILD.md, starting with the "git clone..." line.
Well, something in the build script does not handle that space.
Using my example with "Backup One", it expects a Unix socket to be at:
Notice the "/Backup/" part should be "/Backup One/".
Furthermore, navigating to jthomas reveals that there is no "Backup" directory. So that file really does not exist. (Sometimes these things make the directories that they think should exist. Not in this case.)
More quoting needed in build.sh.