Modules cannot be created using JShell currently and it is not a Goal of JShell either.
JShell Functionality
The JShell API will provide all of JShell's evaluation functionality.
The code fragments that are input to the API are referred to as
"snippets". The jshell tool will also use the JShell completion API to
determine when input is incomplete (and the user must be prompted for
more), when it would be complete if a semicolon were added (in which
case the tool will append the semicolon) and also how to complete
input when completion is requested with a tab.
A snippet must correspond to one of the following JLS syntax productions:
- Expression
- Statement
- ClassDeclaration
- InterfaceDeclaration
- MethodDeclaration
- FieldDeclaration
- ImportDeclaration
A snippet may not declare a package or a module. All JShell code is placed in a single package in an unnamed module. The name of the package is controlled by JShell.
In fact trying to use a ModuleDeclaration within JShell is not a recognized syntax as well both evaluating directly or using the /edit:

Yet, the following options can be made to work out effectively to make use of existing modules within JShell along with the snippet evaluations -
--module-path <path>
Specify where to find application modules
--add-modules <module>(,<module>)*
Specify modules to resolve, or all modules on the
module path if <module> is ALL-MODULE-PATHs