You need CMake installed on your system to do "cmake ..". You don't need autotools installed on your system to do "./configure".
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And then it fails because you don't have "make" or a compiler installed.
Build dependencies aren't an issue as long as they are reasonably standard and easy to install.
Yes, you need autogen.sh.
You don't need to run autogen.sh. The maintainer can run that ahead of time when they make the tarball.
Depends on the system. If it was old, or the release date was a while back, you might need to do it anyway.
Many Linux distributions do it as a matter of course to ensure it's actually possible to regenerate and that it's up to date. At that point, you start to question the necessity of embedding it in the first place given that its primary consumers don't care.