"Could not run curl-config: [Errno 2] No such file or directory" when installing pycurl

On Debian I needed the following packages to fix this

sudo apt install libcurl4-openssl-dev libssl-dev

Similarly with yum package manager

yum install libcurl-devel

If you use dnf, use

dnf install libcurl-devel

in my case this fixed the problem:

sudo apt-get install libssl-dev libcurl4-openssl-dev python-dev

as explained here