I think you confused a ‘centreon command’ (in you case check_centreon_ping) with the binary it execute (in your case check_icmp)
check_icmp is part of the main debian repo in the package monitoring-plugins-basic.
Please install it and try again.
Also, can you check you don’t have any error in the file /var/log/centreon-gorgone/gorgoned.log since your installation ?
Gorgone is the service that push configuration from central to poller, and install plugin when a monitoring connector is installed, so it should have installed this package.
Have a good day,
Evan