How to configure and install ZeroMQ (libsodium) on CentOS 6.7?

When getting started on ZeroMQ (version 4.2.0 or above) can be quite challenging especially with all the prerequisites. I’ve spent a good two days to get the process ironed out. So I’m sharing this so that others can avoid the same pitfalls and can have a good head-start with setting up their environment. Pitfall #1: Develop for your platform. I’m accustomed to developing in Ubuntu 14.04.3 LTE but in this case my deployment environment happens to be CentOS 6.