Which visual studio are you using? Before creating a solution, is this building instructions on visual studio 2010 work for you? The default approach shown is based on "NMake Makefiles" cmake generator. Maybe this post is similar to this problem.
yeah, I compile it by Visual Studio 2010, but i don't know the use of "NMake Makefiles" you mentioned, and NMake in my windows is not a runnable program
The cmake command must be called in a Visual Studio command prompt (step one here), either for NMake or Visual Studio solution generators. This will make CMake detecting psapi.lib.