First, we will use the Windows platform and download and install Visual Studio Community 2017 (https://www.visualstudio.com/downloads/). At the time of writing, this version is freely available with a 30-day trial period. The steps which we will follow are also nicely explained in this video: https://www.youtube.com/watch?v=_lKxJjV8r3Y.
When running the installer, make sure to select Desktop development with C++ on the left panel and also verify that Visual C++ tools for CMake is checked on the Summary panel to the right:
In Visual Studio 2017 15.4, you can also build code for the Linux platform. For this, select Linux development ...