configure: error: jpeglib.h not found

I'm not sure if you are using Ubuntu at all. sudo yum install libcurl-devel will not work in Ubuntu.

That said,jpeglib.h is provided by libjpeg-turbo8-dev. So install it using:

sudo apt-get install libjpeg-turbo8-dev

libjpeg-turbo8-dev doesn't work anymore. It is changed to:

sudo apt-get install libjpeg62-turbo-dev