When you use the installer it creates a mapping script in /usr/bin/ (for linux) or whoknowswhere in windows, which maps all calls for "nme" to "haxelib run nme", so you have two possibilities:
1.) Use "haxelib run nme" whenever "nme" is in the docs
2.) Create an alias or wrapper by yourself
And then it won't do either, I have asked a similar question over @ the NME mailinglist, but my problem has turned out to be because of some changes in a lib that is used by nme. So there you will have your next problem.
And also OpenFL will not be that healingpotion it is proposed at. At least for me it errors at another point (every target excepts flash and html5 throws errors and does not compile) and I already filed a bug @ github.
Haxe is on a change and the libs need to be overhauled to catch up.
And another thing for NME: Even installing from github source is not possible, even if it says that it should do with haxe 3! It depends on a lib that is not available on haxelib 3 servers!