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you can just follow this link to install Nginx https://www.linode.com/docs/web-servers/nginx/install-nginx-web-server-on-debian-8/
Download the latest from https://github.com/FastCGI-Archives/FastCGI.com/blob/master/original_snapshot/fcgi-2.4.1-SNAP-0910052249.tar.gz
untar it and do ./configure make sudo make install
Noted: please include <stdio.h> in fcgio.cpp if you having EOF not defined issue
Follow the https://github.com/Taymindis/fcgi-function#step-of-installation .
Done and enjoy your Service