Nagios on Ubuntu not working / Needs to be updated to a more recent Ubuntu version

[Nagios Core on Ubuntu VMs](https://learn.microsoft.com/en-us/samples/azure/azure-quickstart-templates/nagios-on-ubuntu/)

### Issue Details
There's no Nagios installed after deploying Nagios on Ubuntu quickstart.
Ubuntu version installed too old and it's a security risk.

### Repro steps (*if necessary, delete otherwise*)
1. Deploy Nagios on Ubuntu
2. No Nagios installed
3. If you dig a bit the error is caused for error while installing build dependencies (distro is too old so it's not available anymore)
4. In particular libgd2-xpm-dev is not longer available making it build-essential package fail to install
5. nagios is not compiled for lack of build-essential and php5 package

Start with the Nagios Core on Ubuntu VMs quickstart linked in the issue and reproduce the deployment. Check the Ubuntu version and the build-dependency installation, especially libgd2-xpm-dev, build-essential, and php5. Done means a deployment on a supported recent Ubuntu version installs and runs Nagios successfully.

Written by the indexing model from the issue text.