cygdb: 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/cygdb - from package: Cython

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

On Debian possible default full paths are:

/usr/bin/cygdb - from package: Cython

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

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