sg: 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/sg - from package: shadow-utils

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

On Debian possible default full paths are:

/usr/bin/sg - from package: login

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

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