Command pg_dump not found?

For 14.04 you can just install postgresql-client (as it depends on postgresql-client-common):

sudo apt-get install postgresql-client

To quickly know which package contains a command/binary missing on your system, just use package.ubuntu.com (Search the contents of packages).

For those of you who get the same issue with PostgreSQL 10, you don't need to install additional packages; pg_dump is already there in postgres's bin directory. So you just need to append that bin path (e.g. /opt/PostgreSQL/10/bin) manually to the PATH environment variable.