Ah yes after having tried to CMake the example myself, I see the problem - the CMakeListst.txt “masks” the problem of not finding VTK.
You see the “Skipping SmartVolumeMapper:” part? That happens when VTK is not found; the examples instead should print a more meaningful warning (e.g. set VTK to required, which would tell you that VTK could not be found). We should probably report that somewhere…
To fix that, in CMake, set the VTK_DIR variable to the folder where you built VTK (according to what you wrote above, this should be D:\VTK-9.0.1\build2)