I've got a C++ project where we have loads and loads of dependencies. The project should work on Linux and Windows, so we've ported it to CMake. Most dependencies are now included right into the source tree and build alongside the project, so there are no problems with those.
However, we have one binary which depends on Fortran code etc. and is really complicated to build. For Linux, it's also not available as a package, but only as precompiled binaries or with full source (needs a BLAS library installed and several other dependencies). For windows, the same library is available as binary, building for Windows seems even more complicated.
The question is, how do you handle such dependencies? Just check in the binaries for the supported platforms, and require the user to set up his build environment otherwise (that is, manually point to the binary location), or would you really try to get them compiled along (even if it requires installing like 10 libraries -- BLAS libraries are the biggest pain here), or is there some other recommended way to handle that?