Improve error message when CMake is not found #2580

Job	Run time
lint	4m 13s
create-windows-binary-distribution (3.7)	5m 28s
create-source-distribution	48s
create-windows-binary-distribution (3.8)	5m 24s
create-windows-binary-distribution (3.9)	5m 18s
create-windows-binary-distribution (3.10)	4m 44s
create-windows-binary-distribution (3.11)	5m 40s
create-windows-binary-distribution (3.12)	5m 24s
create-windows-binary-distribution (3.13)	8m 4s
test-linux-source-distribution (ubuntu:20.04)	23m 5s
test-linux-source-distribution (ubuntu:22.04)	21m 53s
test-linux-source-distribution (ubuntu:24.04)	23m 2s
test-linux-source-distribution (ubuntu:24.10)	21m 40s
test-linux-source-distribution (fedora:40)	22m 9s
test-linux-source-distribution (fedora:41)	22m 38s
test-windows-binary-distribution (3.7)	34m 33s
test-windows-binary-distribution (3.8)	33m 49s
test-windows-binary-distribution (3.9)	38m 1s
test-windows-binary-distribution (3.10)	32m 55s
test-windows-binary-distribution (3.11)	33m 3s
test-windows-binary-distribution (3.12)	32m 57s
test-windows-binary-distribution (3.13)	33m 26s
deploy	33s
	6h 58m 47s

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