dnssec-keygen: 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 CentOS possible default full paths are:

/usr/sbin/dnssec-keygen - from package: bind

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

On Debian possible default full paths are:

/usr/sbin/dnssec-keygen - from package: bind9utils

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