system-config-firewall: 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 CentOS possible default full paths are:

/usr/bin/system-config-firewall - from package: system-config-firewall

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