How build my own colobot with CMake?

[tomangelo]

I think you downloaded CMake source code instead of binary. Below sources there are binary packs, both Installer and ZIP packages does have bin directory. There is also cmake-gui.exe file in this bin directory.

You need to edit environment variables https://www.computerhope.com/issues/ch000549.htm. In System variables there is PATH variable, you either need to install/unpack Cmake in one of these paths, or install it anywhere you want and add this path to PATH variable.