title: CMake "make install" or including a library in windows
body: <p>I'm trying to create an Open Source C++ project. I want it to be as easy to build as possible, but at the same time cross platform.
  I don't need gui or heavy libraries like boost or Qt, so I've settled on using GitHub, CMake, and LibSourcey.
  My problem is, I can't find a way to make my project easy to build in windows, which is my development environment.
  How can I "make install" a library in Windows for use in my project? Do I even have to install it in windows?
  Is it possible to download, build, and link it automatically?</p>
  
  <p>On windows, besides an installer, I also want to make a portable version, so don't want any hard coded library paths.</p>
  
  <p>I assume, on some platforms, like Linux, libraries are built separably and packaged up by maintainers. So I shouldn't just bundle up my own copies.</p>
  
  <p>So, my question is:
  How can I set up a project that is cross platform and easy to build, and what are the best practices?</p>