From the pole-zero plot, you can compute the system frequency response by assuming a locus of test points along the \$j\omega\$ axis.
Figure from: http://web.mit.edu/2.14/www/Handouts/PoleZero.pdf
\begin{align} |H(j\omega)| &= K \frac{r_1\ldots r_m}{q_1\ldots q_n}\\ \angle H(j\omega) &= (\phi_1 + \ldots + \phi_m) - (\theta_1 + \ldots + \theta_n) \end{align}
This means that if I stimulate \$H(s)\$ with a steady-state sinusoidal input,
$$A\sin\omega_1t$$
at the output I'll get
$$A|H(j\omega_1)|\sin(\omega_1t + \angle H(j\omega_1))$$
Question
Evaluating \$H(j\omega)\$ means I'll get its magnitude and phase response when it is stimulated with a steady-state sinusoidal input
$$A\sin \omega t$$
If I evaluate \$H(\sigma + j\omega)\$, what kind of input does that imply? Does that mean I would stimulate the system with a decaying sinusoid?
$$Ae^{-\sigma t} \sin (\omega t + \phi)$$