CMake is one of the many different approaches for allowing some source code to be compiled on a variety of different platforms.

Source or compiled versions can be downloaded, unpacked (gunzip, tar -xf). The location of the unpacked executables can then be added to the path in .profile e.g.

export PATH=/home/username/local/bin/cmake-3.3.2-Linux-x86_64/bin:$PATH

mkdir build
cd build
cmake -DCMAKE_INSTALL_PREFIX:PATH=/home/<username>/smslae/local ..
make
make install

If something other than the root install path is used then

export PATH=/home/<username>/local/bin:$PATH

will be needed so that the executable can be found and

export LD_LIBRARY_PATH=/home/<username>/local/lib/<app>:$LD_LIBRARY_PATH

may be needed if there are shared library files that need to be linked in when the program is run