>Where do I put those folders
You can put this folder anywhere as you like, even in the root of
aseprite folder. Also the name doesn't matter.
After you're in the folder you desire, you could run CMake with proper
setting. As I know, there's an GUI version CMake for Windows user. All
you need to do is specify the input file (CMakeLists.txt in root of
aseprite folder) and output directory (the place you put compiled
objects and binaries), then CMake will generate a project file for
Visual Studio (or other type if you desire) and the rest steps are out
of my knowledge. I guess using VS to open the generated project file
then run "build" should work fine.
Good luck to you