Consider using a dependency manager for the cmake build
Description
As the project looks towards moving more completely onto a cmake build, it may be worthwhile to consider using a package manager for dependencies.
There are a number of dependency managers for cmake-based projects - Conan, vcpkg, CPM.cmake, ... - any one of which may help.
Use Case
One of the first required steps to building panda is requiring that dependencies were installed - a dependency manager can ensure that these are collected (not necessarily installed, since that can pollute machine state) automatically. Too, some parts of the build will automatically disable themselves if a dependency is not found, which may be confusing in some scenarios. This may also simplify the dependencies for building the python wheel package as well.
Note that at least some dependency managers are cmake-based themselves, which may cause some issues: vcpkg hooks add_library, which causes the panda build to fail due to the resulting competing recursive redefinitions. This can be obviously fixed by not hooking in our own scripts - it's officially discouraged for most cases, should we just provide a custom function regardless of whether we adopt a package manager?