Did you compile code with VS ? If so, you can comment these lines in cmakelists, and add the libraries in VS.
# LAPACK (& BLAS).
#if (LAPACK)
# find_package(LAPACK QUIET)
# if (LAPACK_FOUND)
# message("-- Found LAPACK library: ${LAPACK_LIBRARIES}")
# else (LAPACK_FOUND)
# message("-- Did not find LAPACK library, disabling LAPACK support.")
# endif (LAPACK_FOUND)
# find_package(BLAS QUIET)
# if (BLAS_FOUND)
# message("-- Found BLAS library: ${BLAS_LIBRARIES}")
# else (BLAS_FOUND)
# message("-- Did not find BLAS library, disabling LAPACK support.")
# endif (BLAS_FOUND)
# if (NOT (LAPACK_FOUND AND BLAS_FOUND))
#update_cache_variable(LAPACK OFF)
# list(APPEND CERES_COMPILE_OPTIONS CERES_NO_LAPACK)
# endif (NOT (LAPACK_FOUND AND BLAS_FOUND))
# else (LAPACK)
# message("-- Building without LAPACK.")
#list(APPEND CERES_COMPILE_OPTIONS CERES_NO_LAPACK)
# endif (LAPACK)