>mkdfa.pl : command not found

did you change directory to the auto directory as directed in Step 1? i.e.:

$ cd voxforge/auto      

mkdfa.pl comes from julius.  You need to download julius (julius-bin is sufficient), and ensure that mkdfa.pl is in your path when you run it (or specify the full path to it).

It's in julius-dir/bin/mkdfa.pl (for julius-4.2.1 anyway).

this one caught me out too, the perl script has been made into a executable perl script on Ubuntu, so instead of

mkdfa.pl sample

use

mkdfa sample

its installed to /usr/bin/mkdfa