How can I give permission for the
www-data user of Ubuntu machine to execute a command installed in
First of all, run
ls -l /usr/local/bin/filename
if there is no 'x' (execute) permission for "other" users, run
chmod 755 /usr/local/bin/filename
to give read/write/execute permissions to owner, read/execute permission to group and read/execute permission to other users.
See also chmod(1) manual page.
Also file may not run for other reasons besides permissions - inaccessible shared libraries, wrong PATH in environment + running via short name, inaccessible interpreter (if it's a script) etc.