Add them as two separate constraints:
using JuMP
model = Model()
@variable(model, x[1:3])
@variable(model, y[1:3], Bin)
@constraint(model, [i = 1:3], x[i] >= -y[i])
@constraint(model, [i = 1:3], x[i] <= y[i])
JuMP tries to add an interval constraint, but it can’t because you have variables in every term. It will not split it into two constraints for you.