Installing ZeroMQ on Ubuntu

git clone git://github.com/jedisct1/libsodium.git
cd libsodium
./autogen.sh
./configure && make check
sudo make install
sudo ldconfig
cd ..

git clone git://github.com/zeromq/libzmq.git
cd libzmq
./autogen.sh
./configure && make check
sudo make install
sudo ldconfig
cd ..

git clone git://github.com/zeromq/czmq.git
cd czmq
./autogen.sh
./configure && make check
sudo make install
sudo ldconfig
cd ..

Then simulate the example on following link to verify it is installed correctly.

https://maddigitiser.wordpress.com/2013/05/02/installing-zeromq-on-ubuntu-13-04/

For more detail:

https://github.com/zeromq/czmq