My program cannot run with "command not found" error

Since you're running an executable in the current working directory, you should prefix it with ./. So for your program run it as ./a.out.

Explanation

The terminal searches for executables in $PATH. This is a Unix environment variable that lists directories containing system binaries (such as ls, echo, or gcc). If you call an executable that's not in a $PATH directory (such as a.out), you need to indicate its absolute path in the file system.

In the terminal . is a synonym for the current working directory, thus ./a.out. You could equally well call /home/yihang/Documents/a.out.

When you run commands on Linux it searches all the directories listed in the PATH environment variable, and if it doesn't find the command there then you get the message you've seen.

Typically it looks like this:

PATH=/usr/local/bin:/usr/bin:/bin

That means it will look first in /usr/local/bin. If it doesn't find it there it'll look in /usr/bin, and so on.

In fact, this is very similar on DOS/Windows: there's a variable called %PATH% that does exactly the same thing.

The difference is that, on Windows, the current directory is also searched. Unix considers this bad because a local file (such as malware) can override important system programs accidentally.

If you prefer that though, you can make Linux work the same way by adding . to the path:

PATH=.:$PATH

(That says set PATH to .: plus the existing contents of $PATH.)

It ends up looking something like this (it may be different on your machine):

PATH=.:/usr/local/bin:/usr/bin:/bin

If you'd rather not do that, you can simply run each program by specifying the directory explicitly:

./myprog

or

/home/username/myprog

Essentially, the a.out is created by default because you didn't specify a name for the executable. Try this instead:

gcc HelloWorld.c -o HelloWorld

Once you do that, you should be able to invoke it by (as Sunil suggested) prefacing "HelloWorld" with a dot-slash(./):

./HelloWorld

Here's a link to an article that explains a little bit about why the a.out gets created: Writing and Compiling C Programs on Linux.