The required libraries (apart from Qt) are automatically downloaded as part of the CMake generation step, and subsequently as required when libraries are updated.
The libraries are downloaded into the directory indicated by the environment variable WIRESHARK_BASE_DIR, this must be set appropriately for your environment. The libraries are downloaded and extracted into WIRESHARK_BASE_DIR\wireshark-win32-libs and WIRESHARK_BASE_DIR\wireshark-win64-libs for 32 and 64 bit builds respectively.
You may also directly set the library directory with the environment variable WIRESHARK_LIB_DIR, but if you switch between 32 bit and 64 bit builds, the value of this must be set appropriately.