mqmmain.cpp.gz: command not found

Have You tried accessing the binary with the full path?

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH
/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin

If it's empty, You may set the PATH variable with this command

export PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin:/root/bin"

On Debian possible default full paths are:

/usr/share/doc/r-cran-qtl/examples/bin/mqmmain.cpp.gz - from package: r-cran-qtl

You may install the required package with command apt-get install {package}
Error in other languages:
mqmmain.cpp.gz: bevel nie gevind nie
mqmmain.cpp.gz: comandă negăsită
mqmmain.cpp.gz: comando não encontrado
mqmmain.cpp.gz: commande introuvable
mqmmain.cpp.gz: command not found
mqmmain.cpp.gz: käsku ei ole
mqmmain.cpp.gz: không tìm thấy lệnh
mqmmain.cpp.gz: komanda nerasta
mqmmain.cpp.gz: Kommando nicht gefunden.
mqmmain.cpp.gz: kommandot finns inte
mqmmain.cpp.gz: komut yok
mqmmain.cpp.gz: nie znaleziono polecenia
mqmmain.cpp.gz: níor aimsíodh an t-ordú
mqmmain.cpp.gz: no se encontró la orden
mqmmain.cpp.gz: no s'ha trobat l'ordre
mqmmain.cpp.gz: opdracht niet gevonden
mqmmain.cpp.gz: parancs nem található
mqmmain.cpp.gz: perintah tidak ditemukan
mqmmain.cpp.gz: príkaz nenájdený
mqmmain.cpp.gz: příkaz nenalezen
mqmmain.cpp.gz: команда не найдена
mqmmain.cpp.gz: командата не е открита
mqmmain.cpp.gz: 命令找不到
mqmmain.cpp.gz: コマンドが見つかりません