zgrep: 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/zgrep - from package: gzip

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

On Debian possible default full paths are:

/bin/zgrep - from package: gzip
/bin/zgrep - from package: zutils

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

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