Thanks. That was the problem.
I misread the error message. I thought I had cmake on my system, but I recently upgraded from 11.8 to 11.11 and am still catching up on my installation of applications and Linux software.
Then I also had to install libev or libevent . Finally it compiled and I was able to install it.
I’ve never had any trouble with MacPorts, and I’ve installed a lot of software from it, so I never had any reason to look into homebrew.