You can download the source for mini_httpd from http://www.acme.com/software/mini_httpd/
You should already have installed OpenSSL, or quite probably OpenSSL shipped with your distribution. If it is not located at /usr/local/ssl, the you need to edit the mini_httpd Makefile to indicate where it is. At any rate you need to uncomment all lines that start by SSL_ in the Makefile. Then say
make
Now copy the mini_httpd binary somewhere in your path.