Собрать nginx с ngx_http_headers_module

$ configure --help
...
  --add-module=PATH                  enable external module
...

[root@hqprdvacs ~]# nginx -V
nginx version: nginx/1.6.3
built by gcc 4.8.5 20150623 (Red Hat 4.8.5-4) (GCC)
TLS SNI support enabled
configure arguments: --prefix=/usr/share/nginx --sbin-path=/usr/sbin/nginx --conf-path=/etc/nginx/nginx.conf --error-log-path=/var/log/nginx/error.log --http-log-path=/var/log/nginx/access.log --http-client-body-temp-path=/var/lib/nginx/tmp/client_body --http-proxy-temp-path=/var/lib/nginx/tmp/proxy --http-fastcgi-temp-path=/var/lib/nginx/tmp/fastcgi --http-uwsgi-temp-path=/var/lib/nginx/tmp/uwsgi --http-scgi-temp-path=/var/lib/nginx/tmp/scgi --pid-path=/run/nginx.pid --lock-path=/run/lock/subsys/nginx --user=nginx --group=nginx --with-file-aio --with-ipv6 --with-http_ssl_module --with-http_spdy_module --with-http_realip_module --with-http_addition_module --with-http_xslt_module --with-http_image_filter_module --with-http_geoip_module --with-http_sub_module --with-http_dav_module --with-http_flv_module --with-http_mp4_module --with-http_gunzip_module --with-http_gzip_static_module --with-http_random_index_module --with-http_secure_link_module --with-http_degradation_module --with-http_stub_status_module --with-http_perl_module --with-mail --with-mail_ssl_module --with-pcre --with-pcre-jit --with-google_perftools_module --with-debug --with-cc-opt='-O2 -g -pipe -Wall -Wp,-D_FORTIFY_SOURCE=2 -fexceptions -fstack-protector-strong --param=ssp-buffer-size=4 -grecord-gcc-switches -specs=/usr/lib/rpm/redhat/redhat-hardened-cc1 -m64 -mtune=generic' --with-ld-opt='-Wl,-z,relro -specs=/usr/lib/rpm/redhat/redhat-hardened-ld -Wl,-E'

$ nginx -V
nginx version: nginx/1.10.0 (Ubuntu)
built with OpenSSL 1.0.2g  1 Mar 2016
TLS SNI support enabled
configure arguments: --with-cc-opt='-g -O2 -fPIE -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2' --with-ld-opt='-Wl,-Bsymbolic-functions -fPIE -pie -Wl,-z,relro -Wl,-z,now' --prefix=/usr/share/nginx --conf-path=/etc/nginx/nginx.conf --http-log-path=/var/log/nginx/access.log --error-log-path=/var/log/nginx/error.log --lock-path=/var/lock/nginx.lock --pid-path=/run/nginx.pid --http-client-body-temp-path=/var/lib/nginx/body --http-fastcgi-temp-path=/var/lib/nginx/fastcgi --http-proxy-temp-path=/var/lib/nginx/proxy --http-scgi-temp-path=/var/lib/nginx/scgi --http-uwsgi-temp-path=/var/lib/nginx/uwsgi --with-debug --with-pcre-jit --with-ipv6 --with-http_ssl_module --with-http_stub_status_module --with-http_realip_module --with-http_auth_request_module --with-http_addition_module --with-http_dav_module --with-http_geoip_module --with-http_gunzip_module --with-http_gzip_static_module --with-http_image_filter_module --with-http_v2_module --with-http_sub_module --with-http_xslt_module --with-stream --with-stream_ssl_module --with-mail --with-mail_ssl_module --with-threads
$ grep expire /etc/nginx/nginx.conf
    expires    24h;
$ sudo nginx -t -c /etc/nginx/nginx.conf
nginx: the configuration file /etc/nginx/nginx.conf syntax is ok
nginx: configuration file /etc/nginx/nginx.conf test is successful

$ wget http://nginx.org/download/nginx-1.11.10.tar.gz
$ tar -xf nginx-1.11.10.tar.gz
$ cd nginx-1.11.10
$ sudo apt-get build-dep nginx
$ ./configure <строчка из nginx из репов убунты> && make
$ ./objs/nginx -V
nginx version: nginx/1.11.10
built by gcc 5.4.0 20160609 (Ubuntu 5.4.0-6ubuntu1~16.04.4) 
built with OpenSSL 1.0.2g  1 Mar 2016
TLS SNI support enabled
configure arguments: --with-cc-opt='-g -O2 -fPIE -fstack-protector-strong -Wformat -Werror=format-security -Wdate-time -D_FORTIFY_SOURCE=2' --with-ld-opt='-Wl,-Bsymbolic-functions -fPIE -pie -Wl,-z,relro -Wl,-z,now' --prefix=/usr/share/nginx --conf-path=/etc/nginx/nginx.conf --http-log-path=/var/log/nginx/access.log --error-log-path=/var/log/nginx/error.log --lock-path=/var/lock/nginx.lock --pid-path=/run/nginx.pid --http-client-body-temp-path=/var/lib/nginx/body --http-fastcgi-temp-path=/var/lib/nginx/fastcgi --http-proxy-temp-path=/var/lib/nginx/proxy --http-scgi-temp-path=/var/lib/nginx/scgi --http-uwsgi-temp-path=/var/lib/nginx/uwsgi --with-debug --with-pcre-jit --with-ipv6 --with-http_ssl_module --with-http_stub_status_module --with-http_realip_module --with-http_auth_request_module --with-http_addition_module --with-http_dav_module --with-http_geoip_module --with-http_gunzip_module --with-http_gzip_static_module --with-http_image_filter_module --with-http_v2_module --with-http_sub_module --with-http_xslt_module --with-stream --with-stream_ssl_module --with-mail --with-mail_ssl_module --with-threads

$ sudo ./objs/nginx -t -c /etc/nginx/nginx.conf
nginx: the configuration file /etc/nginx/nginx.conf syntax is ok
nginx: configuration file /etc/nginx/nginx.conf test is successful