If you want cmake to find libraries that are not installed within the default locations (because you installed it using --prefix=/my/special/installpath), you need to tell cmake about this path.
This is done via the cmake variable CMAKE_PREFIX_PATH. You can set it with
cmake -DCMAKE_PREFIX_PATH=/my/special/installpath .
and it will search /my/special/installpath for all of your libraries first. You can also specify more than one path:
cmake -DCMAKE_PREFIX_PATH=/my/special/installpath:/my/second/special/installpath .