You don't need to escape forward slashes yourself if you use the GUI editor. Just enter the paths like this: ~/script.sh (to refer to a script in your home directory). You only need to worry about escaping backslashes if you're editing your commands.json file directly.
Here are some tips:
Make your script executable with a command like this: chmod +x script.sh
The ~ charactor refers to your home folder, so you can put scripts in folders in your home folder, and refer to them in the GUI editor like this: ~/scripts/myscript.sh
Test your script from the bash prompt before testing in the GUI editor, and test using the green Play button in the GUI editor before testing using the Trigger button on the website, and test using that Trigger button before using something like Alexa.
If you want to see the output from your commands, write it to a log file with >> like this: echo Hi >> ~/log.txt