socks4test: 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

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/bin/socks4test - from package: dsbltesters

You may install the required package with command apt-get install {package}
Error in other languages:
socks4test: bevel nie gevind nie
socks4test: comandă negăsită
socks4test: comando não encontrado
socks4test: commande introuvable
socks4test: command not found
socks4test: käsku ei ole
socks4test: không tìm thấy lệnh
socks4test: komanda nerasta
socks4test: Kommando nicht gefunden.
socks4test: kommandot finns inte
socks4test: komut yok
socks4test: nie znaleziono polecenia
socks4test: níor aimsíodh an t-ordú
socks4test: no se encontró la orden
socks4test: no s'ha trobat l'ordre
socks4test: opdracht niet gevonden
socks4test: parancs nem található
socks4test: perintah tidak ditemukan
socks4test: príkaz nenájdený
socks4test: příkaz nenalezen
socks4test: команда не найдена
socks4test: командата не е открита
socks4test: 命令找不到
socks4test: コマンドが見つかりません