You need to tell ParallelStructure where to find the executable for the STRUCTURE program. There is a flag (structure_path) that you can use to tell ParallelStructure which directory contains the STRUCTURE executable.
Of course this means that you also need to make sure that you have downloaded and installed STRUCTURE as well.
According to the example for this function in the docs, this option with structure_path = NULL is for when "You have added the path of STRUCTURE executable into /usr/local/bin". First step would be to ensure that this executable is at that path.
Alternatively, you can pass the path to the executable as a string to structure_path.
(as Dave said. That answer hadn't loaded when I wrote the reply :))