leezu edited a comment on issue #19783:
URL: 
https://github.com/apache/incubator-mxnet/issues/19783#issuecomment-766186968


   I suspect that you forgot to initialize the git 3rdparty submodules. That's 
why cmake doesn't find all components.
   If you have a terminal, run git submodule update --init --recursive inside 
mxnet dir. You can also search on the internet how to do it with MSVC


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