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
Thanks, very helpful