Hi,
You can't run phalcon.do as it is a simple executable program, because phalcon.so is a shared library that is loaded by php itself.
How to solve your problem:
1/ first check if phalcon is correctly loaded by php: in your webroot, create a info.php file with <?php phpinfo(); ?>, open that file in your browser and see if phalcon is there.
2/ if not: Check that phalcon is declared in your php.ini or if your using debian or some kind of derivated distribution create a /etc/php5/conf.d/30-phalcon.ini file with extension=phalcon.so in it. Make a "service apache2 restart"
3/ Have a look at /var/log/apache2/error.log if phalcon isn't loaded.