I found this out when trying to compile znc-extra while doing a single-user install (non make install). The znc-extra doesn't include the .h files that it needs for compiling most of its modules. To fix this get a version of znc-0.068 in a directory then...
cp znc-config /path/to/znc-extra
cp *.h /path/to/znc-extra
chmod +x znc-config (you may have to do this)
This will copy over the znc-config file and any file ending in .h to your znc-extra and then you are able to make the znc-extra modules fine.
Hope this helped you out