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-x64-libs or WIRESHARK_BASE_DIR\wireshark-arm64-libs depending on your target platform.
You may also set the library directory to a custom value with the environment variable WIRESHARK_LIB_DIR, but you may run into problems if you switch between major versions or target platforms.