Since Version 5.0, CGAL is now header-only by default, meaning that you do not need to build and install CGAL. Usage of CGAL as a header-only library simply amounts to, for example:
cd /path/to/cgal/examples/Triangulation_2
mkdir -p build/debug
cd build/debug
cmake -DCMAKE_BUILD_TYPE=Debug -DCGAL_DIR=/path/to/cgal
make
For more information head over to the CGAL manual.