ELI5: Add lzma to Cmake in CLion

So after like 2 hours of googling, I officially gave up.

I downloaded the Lzma SDK, but have absolutely no idea how to add it to Cmake, so that the program can compile properly.

Please anyone help me with what do add to the CMakeLists.txt file, preferably in code. I have placed all the file in the Lzma SDK into a folder called "Lzma-C" in the source code.

Thanks in advance.