Make sure that you have GTK2 installed on your machine (as far as I can tell, it is not part of the CEGUI dependency download archive).
Ensure that CMake can find the library and all it needs. From having a look at the official CMake FindGKT2 script (and I couldn't find a custom one for CEGUI, so the official one is most likely used), the following locations are checked:
- /usr/local/lib64
- /usr/local/lib
- /usr/lib64
- /usr/lib
- /opt/gnome/include [and /lib]
- /opt/openwin/include [and /lib]
- /sw/include [and /lib]
- /opt/local/include [and /lib]
- /usr/pkg/lib
- /usr/pkg/include/glib
- $ENV{GTKMM_BASEPATH}/include [and /lib]
- [HKEY_CURRENT_USER\SOFTWARE\gtkmm\2.4;Path]/include
- [HKEY_CURRENT_USER\SOFTWARE\gtkmm\2.4;Path]/lib
- [HKEY_LOCAL_MACHINE\SOFTWARE\gtkmm\2.4;Path]/include
- [HKEY_LOCAL_MACHINE\SOFTWARE\gtkmm\2.4;Path]/lib
So if you are on windows, setting the environment variable GTKMM_BASEPATH
will probably be the easiest way. Alternatively, you can also directly enter the paths to your GTK2 installation in the advanced CEGUI view.