After a few research I had a solution for my issue. Once no one pronounced, here we go:
A better approach for what I wanted was to focus on the issue, not the solution. The issue was: when I have a "project A" which depends on "project B", I need "project B" to be compiled and tested when "project A" is changed and I also need "project A" compiled and having its jar available automatically whenever I compile or test "project B".
What I wanted was some automation, but I hadn't in mind I could use Jenkins until I found its sbt plugin. :-)
Now I have Jenkins running fine, using sbt to compile libraries whenever they change and publishing them at my local ivy repository, which makes all my sbt scripts running perfectly.
It may not be the best way, but it is working and saved a few hours.