Could NOT find mhd (missing: MHD_INCLUDE_DIR MHD_LIBRARY) / MHD lib: MHD_LIBRARY-NOTFOUND

When cmake complains about a missing MHD library, install the microhttpd library development files.

On RHEL/CentOS:

 yum install libmicrohttpd-devel

Or download the up-to-date release from https://www.gnu.org/software/libmicrohttpd/ and compile and install it with:

tar -xzf libmicrohttpd-latest.tar.gz
cd libmicrohttpd-*
./configure && make install