How would you run node app with sublime text? Like this, open the file app.js in sublime, go to menu->tools->build, and it just runs. Simple like that
What is going on is that you don't have the right PATH setup for your terminal.
try this command in a regular terminal:
> which node
I peronaly get this:
/usr/local/bin/node
As you can see this path is not in you environement path to add it in a regular terminal you would edit .bashrc or .bash_profile and add this line
export PATH=/usr/local/bin:$PATH
Here well you just have to look at the doc and find out that you need to modify the configuration file.
If you have a JavaScript file open, by selecting selecting Tools -> Build Systems -> Nodejs and then hitting Ctrl + B, you will activate the node build system on your file and node will try to run it. You may need to add a path variable to the settings object for this if your node executable is not found
Look at this.