Are you sure it's a jaguar cub and not another type of big cat? Because that changes the protocol quite a bit, but either way the main action is the same.
First thing: don't touch the animal with your bare hands. A jaguar is a wild animal and it's injured, so it might bite or scratch you out of fear or pain. If you want to help, wear gloves or use a thick cloth. Water is a good idea, yeah, but put it in a small bowl and leave it nearby - don't hold it in your hand. Let it drink if it wants to. The important thing right now is to call your regional environmental police or IBAMA urgently. If there's a wildlife rescue organization in Mato Grosso do Sul, call them too. Explain the exact location (including which road, because jaguars move fast), and let the professionals handle it. An injured cub could have an infection, severe pain, or need sedation to be moved.
In the meantime, keep other people and pets away from the spot if you can, but stay safe. Don't try to take it home or anything, no matter how helpless it looks - it's a wild animal even if it's small, and you could get hurt. The environmental agencies have the experience and equipment for this. Send a message to the environmental police with a photo if you can get one (from a distance, safely) and the location. The sooner they're called, the better the cub's chances.