Several projects use CMake as build system, so I install it as well. The tools can be found at Download | CMake.
Select the latest release to download.
Once download is complete, open the setup and click Next.
Read the License Agreement and if in accordance with the terms, select “I accept the terms in the License Agreement” and click Next.
In my case, I use CMake in the environment variables (PATH) for all users, then click Next.
Select the desired installation directory and click Next.
Then, click Install.