As I have Postrgres9.5 installed and downloaded the zip file (pgaudit-REL9_5_STABLE.zip), I assume I only have to perform steps 7 and 8.
if you installed postgres from the yum.postgresql.org repository, try...
yum install pgaudit_95
https://yum.postgresql.org/9.5/redhat/rhel-6-x86_64/repoview/pgaudit_95.html
-- john r pierce, recycling bits in santa cruz
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