It has been a long time since I had to install CMake, but I don't remember it being too hard. At most, you need to make sure that the environment variables are properly set so that CMake can find the compilers (I assume you are working with VisualStudio), which should be easy enough if you run CMake from a 'Developer Command Prompt' console.
For your reference, here are the "command line" arguments of the ImportScene sample as viewed inside the VisualStudio project for x64 Debug targets:
static library (/MD)
"C/C++"
/GS /W4 /Zc:wchar_t /I"C:\temp\sdk\2020.2.2\include" /I"C:\temp\sdk\2020.2.2\samples\Common" /Zi /Gm- /Od /Ob0 /Fd"ImportScene.dir\Debug\vc141.pdb" /Zc:inline /fp:precise /D "WIN32" /D "_WINDOWS" /D "CMAKE_INTDIR=\"Debug\"" /D "_MBCS" /errorReport:prompt /WX- /Zc:forScope /RTC1 /GR /Gd /MDd /Fa"ImportScene.dir\Debug\" /EHsc /nologo /Fo"ImportScene.dir\Debug\" /Fp"ImportScene.dir\Debug\ImportScene.pch" /diagnostics:classic
"Linker"
/OUT:"C:\temp\sdk\2020.2.2\bin\vs2017-md\Debug\ImportScene.exe" /MANIFEST /NXCOMPAT /PDB:"C:/temp/sdk/2020.2.2/bin/vs2017-md/Debug/ImportScene.pdb" /DYNAMICBASE "C:\temp\sdk\2020.2.2\lib\vs2017\x64\Debug\libfbxsdk-md.lib" "C:\temp\sdk\2020.2.2\lib\vs2017\x64\Debug\libxml2-md.lib" "C:\temp\sdk\2020.2.2\lib\vs2017\x64\Debug\zlib-md.lib" "kernel32.lib" "user32.lib" "gdi32.lib" "winspool.lib" "shell32.lib" "ole32.lib" "oleaut32.lib" "uuid.lib" "comdlg32.lib" "advapi32.lib" /IMPLIB:"C:/temp/sdk/2020.2.2/bin/vs2017-md/Debug/ImportScene.lib" /DEBUG /MACHINE:X64 /INCREMENTAL /PGD:"C:\temp\sdk\2020.2.2\bin\vs2017-md\Debug\ImportScene.pgd" /SUBSYSTEM:CONSOLE /MANIFESTUAC:"level='asInvoker' uiAccess='false'" /ManifestFile:"ImportScene.dir\Debug\ImportScene.exe.intermediate.manifest" /ERRORREPORT:PROMPT /NOLOGO /TLBID:1
Dynamic library
"C/C++"
/GS /W4 /Zc:wchar_t /I"C:\temp\sdk\2020.2.2\include" /I"C:\temp\sdk\2020.2.2\samples\Common" /Zi /Gm- /Od /Ob0 /Fd"ImportScene.dir\Debug\vc141.pdb" /Zc:inline /fp:precise /D "WIN32" /D "_WINDOWS" /D "FBXSDK_SHARED" /D "CMAKE_INTDIR=\"Debug\"" /D "_MBCS" /errorReport:prompt /WX- /Zc:forScope /RTC1 /GR /Gd /MDd /Fa"ImportScene.dir\Debug\" /EHsc /nologo /Fo"ImportScene.dir\Debug\" /Fp"ImportScene.dir\Debug\ImportScene.pch" /diagnostics:classic
"Linker"
/OUT:"C:\temp\sdk\2020.2.2\bin\vs2017\Debug\ImportScene.exe" /MANIFEST /NXCOMPAT /PDB:"C:/temp/sdk/2020.2.2/bin/vs2017/Debug/ImportScene.pdb" /DYNAMICBASE "C:\temp\sdk\2020.2.2\lib\vs2017\x64\Debug\libfbxsdk.lib" "kernel32.lib" "user32.lib" "gdi32.lib" "winspool.lib" "shell32.lib" "ole32.lib" "oleaut32.lib" "uuid.lib" "comdlg32.lib" "advapi32.lib" /IMPLIB:"C:/temp/sdk/2020.2.2/bin/vs2017/Debug/ImportScene.lib" /DEBUG /MACHINE:X64 /INCREMENTAL /PGD:"C:\temp\sdk\2020.2.2\bin\vs2017\Debug\ImportScene.pgd" /SUBSYSTEM:CONSOLE /MANIFESTUAC:"level='asInvoker' uiAccess='false'" /ManifestFile:"ImportScene.dir\Debug\ImportScene.exe.intermediate.manifest" /ERRORREPORT:PROMPT /NOLOGO /TLBID:1