You can use it as a command line tool or use the cmake executable with GUI. cmake-gui is included in the cmake package:
Preparation on Windows
Generated VST3 Microsoft Visual Studio Projects using the cmake included in the SDK will create by default symbolic links for each built plug-in in the official VST3 folder, in order to allow this on Windows you have to adapt the Group Policy of Windows. See Here!
Get a VST 3 host application
You can use your favorite VST 3 host application, see here for some examples, or you can use the VST 3 Plug-in Test Host application included in the VST 3 SDK.