I don’t know about Windows (never used it), but on a Linux system you just have to create a build directory (in the top source directory)

mkdir build-dir

go inside it

cd build-dir

then run cmake and point to the parent directory

cmake ..

and finally run make

make

Notice that make and cmake are different programs. cmake is a Makefile generator, and the make utility is governed by a Makefile textual file. See cmake & make wikipedia pages.

NB: On Windows, cmake might operate so could need to be used differently. You’ll need to read the documentation (like I did for Linux)