That's correct. That jumper basically allows you to select whether you are using the extra audio amplifier when powered with eurorack supply or the default audio output from Bela.
You need to put a jumper between the pins which are labelled as "Bela Audio Out". If you are looking at the module from behind it positioned in the correct vertical orientation these are pin 2+3 and 5+6 counting from the left.
Also, in step 17 the rev2 build guide states "attach the second group of longer headers to the board as well as the 3 pin female socket towards the bottom" . Is this J22? If so, should pins 1 and 2 be connected for a 5v supply?
I'm afraid I don't understand this question, can you please clarify? The longer pin headers refer to the pins which make contact with the Bela cape analog inputs and outputs. They are highlighted in the image in the build guide. The female header makes contact with the audio output of Bela and is also highlighted in the image as part of step 17.