Did you read Introduction to Xorg-7.6
Xorg-7.0 introduced a completely auto-tooled, modular build system. With the new modular build system, it is no longer possible to download the entire package in a single file. In fact, there may be as many as 293 files that need to be fetched from the download location. To assist with such a large task, installing Wget-1.13.4 is strongly recommended for downloading the needed files. A complete wget file list is provided for each section that includes multiple packages.
The Xorg Protocol Headers chapter contains a link to the wget list (proto-7.6-1.wget).
BTW: Do check the user notes
sections! They contain information that could clear things up, make things easier, etc.
Hope this helps.