r.cost: 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/lib64/grass-6.4.4/bin/r.cost - from package: grass

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

On Debian possible default full paths are:

/usr/lib/grass64/bin/r.cost - from package: grass-core

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

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