how to specify a path to run a command anywhere

Hello
I cannot run simple bash command like echo, make or configure. Example: to install one package.
I did sudo apt-get install build-essential and I saw build-essential is already the newest version.
I did sudo aptitude update and sudo aptitude install openssh-client openssh-server
Now I try
cd ./Downloads (where I downloaded my android-sdk-linux_x86 package)
ls
cd ./android-sdk-linux_x86
configure
And the result: configure: command not found
People told me to specify a path to run a command anywhere but I'm not so smart..
I know that I must go under System->Administration->User and group->User setting->Change advanced user setting
And now ? which shell should I add ?

Thanks in advance