You are building a Job to run outsode Talend Studio that must run on both...

To build a job to run outside Talend Studio that must run on both Linux and Windows, you need to select Build Job because jobs are runnable on all platforms. The Build Job option allows you to export your job as an executable file that can be run independently from Talend Studio on any platform that supports Java. You can access this option by right-clicking on your job in the Repository tree view and selecting Build Job. This will open a dialog box where you can configure the build settings, such as destination folder, archive name, context, etc.

You do not need to specify All for the Shell launcher option in the Build Job window, configure the job properties before building the job, or build one package for each platform. These methods are not necessary or available in Talend Studio and may cause errors or unexpected results. References: Talend Open Studio: Open-source ETL and Free Data Integration | Talend, [Build Job - 7.3]