wrmsr: 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/wrmsr - from package: msr-tools

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

On Debian possible default full paths are:

/usr/sbin/wrmsr - from package: msr-tools

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

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