Mine

$ gcc -I/usr/local/include -L/usr/local/lib -lzmq zmqtest.c -ozmqtest
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0x1e): undefined reference to `_zmq_init'
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0x34): undefined reference to `_zmq_socket'
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0x4a): undefined reference to `_zmq_bind'
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0x55): undefined reference to `_zmq_msg_init'
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0x6f): undefined reference to `_zmq_recv'
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0x86): undefined reference to `_zmq_msg_close'
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0xbd): undefined reference to `_zmq_msg_init_data'
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0xd7): undefined reference to `_zmq_send'
/tmp/ccDrcKnc.o:zmqtest.c:(.text+0xe2): undefined reference to `_zmq_msg_close'
collect2: ld returned 1 exit status



$ ls -lhR /usr/local/lib
/usr/local/lib:
total 2.6M
-rw-r--r--  1 Administrator None 2.6M Apr 13 16:24 libzmq.a
-rwxr-xr-x  1 Administrator None 1.1K Apr 13 16:24 libzmq.la
drwxr-xr-x+ 1 Administrator None    0 Apr 13 16:24 pkgconfig

/usr/local/lib/pkgconfig:
total 1.0K
-rw-r--r-- 1 Administrator None 201 Apr 13 16:24 libzmq.pc



$ ls -lhR /usr/local/include
/usr/local/include:
total 24K
-rw-r--r-- 1 Administrator None 9.3K Apr 13 16:24 zmq.h
-rw-r--r-- 1 Administrator None 7.2K Apr 13 16:24 zmq.hpp
-rw-r--r-- 1 Administrator None 2.1K Apr 13 16:24 zmq_utils.h