use -g switch to compile a debug build. also use --openssldir=/usr/local to install it in to a local dir. you need to create a symbolic link to libssl.so and libcrypto.so in /usr/lib in some cases.
run openssl server:
openssl s_server -cert cert.pem -key key.pem -www -tls1_2 -accept 4433
runclient
openssl s_client -connect localhost:4433