CoinMPTestCS9.exe.gz: 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 Debian possible default full paths are:

/usr/share/doc/coinor-libcoinmp-dev/examples/csharp/bin/x64/Release/CoinMPTestCS9.exe.gz - from package: coinor-libcoinmp-dev
/usr/share/doc/coinor-libcoinmp-dev/examples/csharp/bin/x86/Release/CoinMPTestCS9.exe.gz - from package: coinor-libcoinmp-dev

You may install the required package with command apt-get install {package}
Error in other languages:
CoinMPTestCS9.exe.gz: bevel nie gevind nie
CoinMPTestCS9.exe.gz: comandă negăsită
CoinMPTestCS9.exe.gz: comando não encontrado
CoinMPTestCS9.exe.gz: commande introuvable
CoinMPTestCS9.exe.gz: command not found
CoinMPTestCS9.exe.gz: käsku ei ole
CoinMPTestCS9.exe.gz: không tìm thấy lệnh
CoinMPTestCS9.exe.gz: komanda nerasta
CoinMPTestCS9.exe.gz: Kommando nicht gefunden.
CoinMPTestCS9.exe.gz: kommandot finns inte
CoinMPTestCS9.exe.gz: komut yok
CoinMPTestCS9.exe.gz: nie znaleziono polecenia
CoinMPTestCS9.exe.gz: níor aimsíodh an t-ordú
CoinMPTestCS9.exe.gz: no se encontró la orden
CoinMPTestCS9.exe.gz: no s'ha trobat l'ordre
CoinMPTestCS9.exe.gz: opdracht niet gevonden
CoinMPTestCS9.exe.gz: parancs nem található
CoinMPTestCS9.exe.gz: perintah tidak ditemukan
CoinMPTestCS9.exe.gz: príkaz nenájdený
CoinMPTestCS9.exe.gz: příkaz nenalezen
CoinMPTestCS9.exe.gz: команда не найдена
CoinMPTestCS9.exe.gz: командата не е открита
CoinMPTestCS9.exe.gz: 命令找不到
CoinMPTestCS9.exe.gz: コマンドが見つかりません