tm_shell: command not found

Have You tried accessing the binary with the full path?

Maybe Your $PATH variable doesn't contain the default paths? echo $PATH should give something like:

[root@server ~]# echo $PATH

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/libexec/TeXmacs/bin/tm_shell - from package: TeXmacs

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