gdaltindex: 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/gdaltindex - from package: gdal

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

On Debian possible default full paths are:

/usr/bin/gdaltindex - from package: gdal-bin

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

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