zabbix_server_mysql: 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/sbin/zabbix_server_mysql - from package: zabbix20-server-mysql
/usr/sbin/zabbix_server_mysql - from package: zabbix22-server-mysql
/usr/sbin/zabbix_server_mysql - from package: zabbix-server-mysql

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

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