Without this check, the PKG_CHECK_MODULES() macro remains
unexpanded, which gives a syntax error when the shell reaches that
point in the configure script, even for checks which are disabled
(e.g., the OpenSSL check when using --disable-http).

Instead, explicitly check for pkg-config and give the user useful
advice on how to solve the problem if it's not found.

Thanks to eXpl0it3r for reporting a problem for which installing
pkg-config turned out to be the solution.