The error you are getting indicates that the NPM package for MongoDB is not correctly installed.
The fix here depends on how you plan to leverage NPM. The NPM package manager operates has two different modes of operation: local and global.
The first (and default) mode is "local".
If you go to the folder with server.js you will see a sub-folder named node_modules. Under that folder will be a mongodb folder. If that folder is not present, then the mongodb module is not installed on that path.
To correct this, cd to that folder and type npm install mongodb. When the process is done you should have the node_modules/mongodb folder available.
You can also install MongoDB package globally using npm install -g mongodb. This is useful if you are using lots of node.js command-line stuff, but less useful if you are deploying the whole thing.