Include headers

Would it possible to distribute header files? Downstream builds using this library require headers on compiling with curl support. In JuliaGeo/GDALBuilder#12 we had to switch to building curl instead of referencing this build.

In practice this would mean `make install` instead of `make install-exec`? This would undo #10, apparently also generating docs. We could manually remove docs (`rm -rf share/man`) if needed.

If you agree, I can make a PR.