I was going to post this as a comment, but I don't have enough reputation to so I'll post it as an answer. Feel free to remove it.
CMake isn't a package installer. Looking at your post history, it seems that you might be used to Python and its package installer pip and might be confusing CMake as an analogue. CMake is for building your code: you tell it where you installed packages and how you want things compiled, so you can just run a CMake script to compile your code instead of going command-by-command into the terminal compiling.
You would be better helped if you provided your operating system. I know on Mac you can easily install LAPACK through Homebrew or on Linux through apt-get. Windows is more difficult, and I can't help you with that unless you have an Intel CPU and choose to install Intel's MKL since this is the only way I have ever installed LAPACK on Windows.