Are you running knife on the same machine you installed chef server?
Try running "chef-client -v". If that also says command not found then you don't have chef-client or it's related commands knife, chef-solo, ohai installed. If you want to install chef-client in a similar manner as you did chef-server then do the following.
rpm -Uvh http://rbel.frameos.org/rbel6 yum install -y ruby rubygem-chef ntp
But if it were up to me I would not use the bootstrap instructions found at
http://blog.frameos.org/2011/05/19/bootstraping-rhelcentos-6-chef-0-10-nodes-using-rbel-rpms/
I would use the standard install method provided by Opscode here.
http://www.opscode.com/chef/install/
This will install the latest version of chef-client (including knife) on just about any operating system. And it will use the preferred omnibus style install rather than a ruby gems style.
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