zdiff: 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/zdiff - from package: gzip

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

On Debian possible default full paths are:

/bin/zdiff - from package: gzip
/bin/zdiff - from package: zutils

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

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