You are facing this error because you don’t have pkg-config installed which is required for your command to run. The solution is
First run this command:
sudo apt install build-essential automake pkg-config libtool libffi-dev libgmp-dev
sudo apt install libsecp256k1-dev
this should solve your error.
To know more, visit: https://github.com/ludbb/secp256k1-py