CMake beginners using CEGUI seem to be confused about the "X NOT found" messages in the CMake log. Therefore, I suggest to silence all those messages if a Cmake option, e.g. "REPORT_MISSING_PACKAGES", is set to True, which should be its default state.
This can be implemented easily based on the QUIET option in cmake: http://www.cmake.org/cmake/help/v3.0/command/find_package.html
Furthermore we should probably make use of the REQUIRED option for GLM