I tried, but since I'm not familiar with ninja, appveyor & cmaker I failed.
You don't have to be familiar with them. They have given the instructions to follow.
JFYI, CMake is a build manager and generates the build file. In the case of this specific library that you are using, it uses the Ninja generator to generate a ninja build file. Ninja is just a build tool and it uses the .ninja buildfile generated by CMake to build your source code.
CMake can be used to generate any build file. It can be used to generate a Visual Studio .sln file as well. In this case, they generate .ninja files. Hopefully that makes it clear.
Appveyor is a Continuous Integration tool. I am not sure why that is relevant here.
As long as you have CMake, build-ninja and the other dependencies (they have mentioned how to install them as well) installed, I don't see what can be so troubling that you need others to help you with it.