How to install libpq-fe.h?
Well after installing these libraries
sudo dnf install python-virtualenv openssl-devel gcc libffi-devel libxslt-devel issue was not gone.
I used mlocate to find where libpq-fe.h file is located. On my system (Fedora 32) it was located at /usr/pgsql-10/include/libpq-fe.h
yum install mlocate
sudo updateb
locate libpq-fe.h
After all added this line to ~/.bash_profile
nano ~/.bash_profile
export PATH=/usr/pgsql-10/bin/:$PATH
Works fine, I can easily install psycopg2 without any trouble.
For some reason, the file is missing on the system.
As you're using apt-get, the system is dpkg based, presumably Debian or it's derivative. You can try the Ubuntu's package search to get which package contains a file with name ending in libpq-fe.h.
I found the package is libpq-dev and file's absolute path is /usr/include/postgresql/libpq-fe.h.
FWIW, on a dpkg based system, you can check which package gives a file if you know the file's absolute path:
% dpkg -S /usr/include/postgresql/libpq-fe.h
libpq-dev: /usr/include/postgresql/libpq-fe.h
Also, unlike find, locate keeps a cache of found files (mlocate.db) that is created everyday via cron; so if the file happens to be removed after the last run, you can run locate libfq-fe.h to get the absolute path to the file without needing to check the Ubuntu package search online.
So the package is libpq-dev. Now, reinstalling it will get everything to the default state i.e. all relevant files will be copied to the right places. As it is only a library package, no user/system level configurations will be overridden (and dpkg will prompt you for action for any package that does that).
To reinstall the package:
sudo apt-get install --reinstall libpq-dev
You need to create a LD_LIBRARY_PATH that indicates the path of your library /user/pgsql-11/lib
Source: The 3rd point of build prerequisites at https://www.psycopg.org/docs/install.html#build-prerequisites