libfcgi-dev software package provides Header files of FastCGI, you can install in your Debian 7 (Wheezy) by running the commands given below on the terminal,
$ sudo apt-get update $ sudo apt-get install libfcgi-dev
libfcgi-dev is installed in your system.
Make ensure the libfcgi-dev package were installed using the commands given below,
$ sudo dpkg-query -l | grep libfcgi-dev *
You will get with libfcgi-dev package name, version, architecture and description in a table
| Distro | Debian 7 wheezy |
| Section | Library development |
| Package | libfcgi-dev |
| Version | 2.4.0-8.1+deb7u1 |
| Description | Header files of FastCGI |
| Sub Section | libdevel |