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!
If you do not want to create this link, call cmake with this parameter:
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.