I’d first check if the compilers did get installed in /opt/pgi/linux86/6.2/bin. It’s possible that there was an installation problem. Note that if you’re using a 64-bit operating system that does not have 32-bit compatiabilty libraries install, then the 32-bit PGI compilers will not be installed.
If the compilers are installed, make sure that you sourced your “.tcshrc” file or opened a new shell to enable the new PATH.