tgt-setup-lun: command not found

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/sbin/tgt-setup-lun - from package: scsi-target-utils

You may install the required package with command yum install {package}

On Debian possible default full paths are:

/usr/sbin/tgt-setup-lun - from package: tgt

You may install the required package with command apt-get install {package}

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