Add as a git submodule:
git submodule add git://github.com/TravisPaul/cmake_modules
Add the following to CMakeLists.txt:
set(CMAKE_MODULE_PATH
${CMAKE_SOURCE_DIR}/cmake_modules ${CMAKE_MODULE_PATH})
Then use the find_package command to find the libraries:
find_package(FCGI)
find_package(SDS)
find_package(Lua)
find_package(ODBC)