In a Debian 8 machine base.

cd /usr/local/src
wget http://au1.php.net/get/php-5.6.10.tar.gz/from/this/mirror -O php-5.6.10.tar.gz
tar -xzvf php-5.6.10.tar.gz
cd php-5.6.10

Now if you write "./configure" You will see:

configure: error: no acceptable C compiler found in $PATH

First install build essential.

apt-get install -y build-essential

Write again "./configure". This error:

configure: error: xml2-config not found. Please check your libxml2 installation.

Installing libxml2-dev

apt-get install -y libxml2-dev

Write "./configure" and now you can do "make".

If you need help about configure options then.

./configure --help

Let's configure with option PHP-FPM enabled.

./configure --enable-fpm

And now:

make
make install

You can have a cup of tea :-)

Ok. Let's try it. First install Nginx.

apt-get install -y nginx

When finish if You go to http://here_your_ip/ you will see default Nginx Page.

Execute:

php-fpm

This It'll be the error:

ERROR: failed to load configuration file '/usr/local/etc/php-fpm.conf'

Copy default file.

cp /usr/local/src/php-5.6.10/sapi/fpm/php-fpm.conf /usr/local/etc/php-fpm.conf

And change 'nobody' to 'www-data'.

user = www-data
group = www-data

Execute again php-fpm.

Now in 'default' site in Nginx (/etc/nginx/sites-enabled/default) uncomment PHP zone.

location ~ \.php$ {
  include snippets/fastcgi-php.conf;
  fastcgi_pass 127.0.0.1:9000;
}

Create this file '/usr/share/nginx/html/test.php' with this content:

<?php
phpinfo();
?>

Reload Nginx configuration:

nginx -s reload

Now if you go to http://here_your_ip/test.php you will see the result.