This is a very common error when you are make your
$ bundle install
in a Rails project using PostgreSQL. And the solution is very simple.
This error means a certain header is missing when compiling PostgreSQL native extensions. This header is provided, at my Debian 8 Linux distribution, by a package named libpq-dev. Then you just need to do
$ sudo apt-get install libpq-dev
and it will be installed.
When I'm using Fedora (before 22), I just do
$ sudo yum install /usr/include/libpq-fe.h
or, if your Fedora version is 22+, try the same with the new package manager, dnf
$ sudo dnf install /usr/include/libpq-fe.h
I am sure you may find this header for your distribution by using the greatest programming helper of all times, Google.