Specify additional paths for find_library to use.
See: http://www.cmake.org/cmake/help/v2.8.11/cmake.html#command:find_library
You will need to include the path to your custom FFTW installation.
A similar technique will need to be used when you use find_file to locate the headers
http://www.cmake.org/cmake/help/v2.8.11/cmake.html#command:find_file