This is most commonly a path issue. Some platforms do not provide "." (the current working directory) as a default search path within user environments. To add it, use:
(for sh, bash, or zsh) or
set path = ($path .)
(for csh or tcsh), either at your shell command prompt (for temporary addition) or within your shell resource file (for permanent addition). Alternatively, modify your Dakota input file by putting "./" in front of the name of the simulator (if it is in the current directory), or by specifying a full pathname to the simulator.