sftp-user: 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/sftp-user - from package: mysecureshell

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

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