FindPostgreSQL doesn't work for macports
macports installs libpg-fe.h into e.g /opt/local/include/postgresql96/server/catalog/
there is no extra directory per version, nor a dot in between them.
I was just able to find them by doing:
set(PostgreSQL_INCLUDE_ADDITIONAL_SEARCH_SUFFIXES "postgresql96")
set(PostgreSQL_TYPE_ADDITIONAL_SEARCH_SUFFIXES "postgresql96/server")
set(PostgreSQL_LIBRARY_ADDITIONAL_SEARCH_SUFFIXES "postgresql96")
set(PostgreSQL_ADDITIONAL_SEARCH_PATHS "/opt/local/include/postgresql96/server")