gdal_auth.py: 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 Debian possible default full paths are:

/usr/bin/gdal_auth.py - from package: python-gdal

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

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