People have been saying it for centuries. To "damn" something means to condemn it, almost always in the sense of sending it to hell. Therefore this expression is considered "cursing" and is generally considered offensive and immoral. Over the last few decades it has become more common and accepted as people become less concerned about the Bible's prohibition against cursing. However, it has been a common way of cursing at least since the 1600's and probably long before that.

when they started ignoring God

People Say It When Things Go Wrong Or Doesn't Go Their Way. People Have Been Saying It For A Long Time Now:3 x

Don't be too concerned by the comments here about "offensive" and "immoral" language. By modern standards of spoken English, this is a very very mild epithet that you will hear all the time. Movies and regular TV programs have language worse than this, as well as the average American 13-year-old. But since you are from China, I might suggest that you cut it down to simply "damn it!", or "oh damn it!". Odds are you are not a believer in the bible, much like 20% of Americans. (It's no doubt more than 20%, but a lot of people "go along" to "get along" with friends and family who are religious.)