Specify an installation path:

export RDK_PREFIX=/usr/local

In the example, the libs will actually be installed at /usr/local/lib; note that lib is appended to the prefix.

Download, build, and install:

wget https://github.com/edenhill/librdkafka/archive/v0.9.4.tar.gz  -O - | tar -xz
cd librdkafka-0.9.4/
./configure --prefix=$RDK_PREFIX
make
make install

Ensure that the installation is on the search path for the runtime shared library loader:

export LD_LIBRARY_PATH=$LD_LIBRARY_PATH:$RDK_PREFIX/lib