Can't build the MATIO library

Question

So I have a project in which I must read structs from MAT files and save them with my C++ code, so I looked everywhere for a fitting library to use and so I came stumbled upon the MATIO library. Thing is, out of all the libraries I have used so far (eg. the Eigen library), I have to build this one. And this is the first time I do such a thing, so I looked up the documentation https://github.com/tbeu/matio#user-content-22-building-matio, but I can't seem to get CMake build it. I don't even know where to write these command lines from the documentation (see link), I only seem to be able to open cmake gui, with which I get the following error:

Could NOT find HDF5 (missing: HDF5_LIBRARIES HDF5_INCLUDE_DIRS) (found version "") CMake Error at cmake/thirdParties.cmake:65 (message): MAT73 requires HDF5 Call Stack (most recent call first): CMakeLists.txt:29 (include) Configuring incomplete, errors occurred! See also "C:/Users/RS3/Desktop/matio_build/CMakeFiles/CMakeOutput.log".

Thing is, it says in the library's documentation that the HDF5 library is optional, so I didn't download it, but I still get this error. I really need to use this library, but I have been trying for the past 2 days to get it running, but I can't. What do I do now to finally get it built?

Thanks in advance.