pg_dump: 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/pg_dump - from package: postgresql

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

On Debian possible default full paths are:

/usr/bin/pg_dump - from package: postgresql-client-common
/usr/lib/postgresql/9.4/bin/pg_dump - from package: postgresql-client-9.4

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

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