There is nothing in TurnKey that should stop that from working. And as you haven't shared the exact command you ran I'm really only guessing. Regardless, I suspect that either you aren't running the command correctly or are trying to run it from the wrong location.

The readme in the repo you linked too doesn't note anything about how to install it, but assuming that you have it installed and it's working as expected, then it looks like you either need to run it from the root of the EspoCRM directory (i.e. /var/www/espocrm) or use the full path to the EspoCRM "command" executable. E.g.:

cd /var/www/espocrm
bin/command export-import export

Or:

/var/www/espocrm/bin/command export-import export

Also you probably shouldn't run it as root (the default user when logged into TurnKey). If you do, you may need to fix the permissions afterwards - especially after an "import". It's best to run it as the webserver user (www-data). There are a number of ways to do that. Probably the easiest is to install sudo and use that:

apt update
apt install -y sudo

Then:

sudo -u www-data /var/www/espocrm/bin/command export-import export

Or use su (nothing to install but a longer command):

su - www-data -s /bin/bash -c "/var/www/espocrm/bin/command export-import export"

If you do run it as root and things don't work properly, try giving ownership to the full public directory:

chown -R www-data:www-data /var/www/espocrm/public

Or you may need to grant ownership to the full EspoCRM directory:

chown -R www-data:www-data /var/www/espocrm

If that still doesn't work, then please share the install method, the full exact commands you are running and the full error message and I'll have a closer look.