Create external build steps.

As a developer on any platform, I want the CMake configuration to automatically build and copy the third-party dependencies for me, without needing to compile them manually. Additionally, I don't want my project in my IDE to be messy with thousands of external build targets.

Background

We've essentially settled on the following libraries:

• GLFW for creating windows, setting up the GL context, and being the first responder for all low-level input events.
• OpenAL for low-level audio (still on the fence, researching newer cross-platform options)
• FFMpeg for converting audio streams.
• GLM for math.
• stl/c++11 because the free Community Edition of Visual Studio doesn't support c++14.

glm is a header-only library and can be used directly.
glfw and OpenAL have CMakeLists.txt files, and we can just add_subdirectory() to include them, but they add lots of complex targets and make our project messy, so we want to build them externally. This should be straightforward with ExternalProject_Add
ffmpeg comes with Makefile, xcodeproject, and vcproj project files for each platform. This may require custom, platform-specific cmake definitions.