cmake error: could NOT find LibLZMA (missing: LIBLZMA_INCLUDE_DIR

You need to install lzma-devel using yum (Fedora, RHEL, CentOS...), or liblzma-dev using apt-get or aptitude (Debian, Ubuntu...); it contains LibLZMA which the CMake configuration is looking for.

Try

yum install xz-devel

on Centos to get the liblzma libraries (for Silver-searcher, for example. Also may need pcre-devel for the libpcre dependency)