download third party labraries when make the project

[wenyawei]

Before we make the project, it will check the dependences in cmake cmd. After cmake, we make the project. However, it still download some third party libraries from Internet. The downloading behavior should not in makefile.

[pangge]

We use cmake's ExternalProject_Add api to resovle dependences. Despite the downloading period will happen in making, but it only download once. The next time when you make, it will not happen.