Compile CMSIS-DSP library

I understand that I need to compile the CMSIS-DSP library, but I don't know how to do it.  Is there a guide somewhere on how to compile it?  I've spent all day trying to use cmake but got nowhere (I don't even know if I need to use cmake, but the existence of "CMakeLists.txt" and a couple of *.cmake files in the DSP\source folder led me to investigate it.)

paul