If it's not already done install Homebrew :
ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
Now, that we've Homebrew, tap php repositories by entering this on your terminal :
brew tap josegonzalez/php
brew tap homebrew/dupes
Check what options are available for PHP 5.4 :
brew options php54
Now install/build PHP 5.4 with some option (in your case PHP-FPM with CGI) :
brew install php54 --with-fpm --with-debug --with-cgi --with-libmysql --with-homebrew-curl
brew install fastcgi
Note : If you're not going to use Apache add --without-apache, if you need others things, just check the options and add what you need
Now, check if PHP-FPM is enable by typing this in your terminal :
php-fpm -v
If you get this :
PHP 5.4.24 (fpm-fcgi) Copyright (c)
1997-2013 The PHP Group Zend Engine v2.4.0, Copyright (c) 1998-2013
Zend Technologies
You just installed PHP with FCGI like a boss..