With homebrew, the key is the warning message:
~/code/foss/java/jzmq$ brew install pkg-config
==> Downloading http://pkg-config.freedesktop.org/releases/pkg-config-0.25.tar.gz
==> ./configure --disable-debug --prefix=/usr/local/Cellar/pkg-config/0.25 --with-pc-path=/usr/local/lib/pkgconfig:/usr/lib/pkgconfig:/usr/X11/lib/pkgconfig
==> make install
Warning: m4 macros were installed to "share/aclocal".
Homebrew does not append "/usr/local/share/aclocal"
to "/usr/share/aclocal/dirlist". If an autoconf script you use
requires these m4 macros, you'll need to add this path manually.
==> Summary
/usr/local/Cellar/pkg-config/0.25: 8 files, 232K, built in 19 seconds
If you look at /usr/local/Cellar/pkg-config/0.25/share/aclocal/, you will see:
$ ls /usr/local/Cellar/pkg-config/0.25/share/aclocal/
pkg.m4
You need to append /usr/local/Cellar/pkg-config/0.25/share/aclocal/ to /usr/share/aclocal/dirlist,like this:
$ cat /usr/share/aclocal/dirlist
/usr/local/share/aclocal
/usr/local/Cellar/pkg-config/0.25/share/aclocal/
And then re-run autogen and the other steps.