vcf-merge: 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/bin/vcf-merge - from package: vcftools

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

On Debian possible default full paths are:

/usr/bin/vcf-merge - from package: vcftools

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

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