I installed curl this command (i use Ubuntu):
sudo apt-get install curl
When I test simple program using g++ test.cpp
g++ test.cpp
sudo apt-get install curl-devel
sudo apt-get install libcurl-dev
(will install the default alternative)
OR
sudo apt-get install libcurl4-openssl-dev
(the OpenSSL variant)
sudo apt-get install libcurl4-gnutls-dev
(the gnutls variant)