How to force CMake to look into a specific directory for *.cmake files?

I am trying to install some Python library inside an Anaconda environment.

When running python setup.py install --user, I obtained the following error:

CMake Error at /anaconda-py3/lib/cmake/fftw3/FFTW3Config.cmake:13 (include):                                                                                                      
  include could not find load file:                                                                                                                                                                        
                                                                                                                                                                                                            
    /anaconda-py3/lib/cmake/fftw3/FFTW3LibraryDepends.cmake                                                                                                                       
Call Stack (most recent call first):                                                                                                                                                                       
  cmake/FindFFTW3.cmake:22 (find_package)                                                                                                                                                                  
  flashlight/lib/audio/feature/CMakeLists.txt:17 (find_package)                                                                                                                                            
  flashlight/lib/audio/CMakeLists.txt:6 (include)                                                                                                                                                          
  flashlight/lib/CMakeLists.txt:31 (include)                                                                                                                                                               
  CMakeLists.txt:133 (include)  

The error means that CMake cannot find FFTW3LibraryDepends.cmake. I have FFTW3 installed in $HOME/.local/ and the file in question is located at $HOME/.local/lib/cmake/fftw3/FFTW3LibraryDepends.cmake.

My question is how to make CMake search into this folder instead of /anaconda-py3/lib/cmake/. I tried export CMAKE_LIBRARY_PATH=$HOME/.local/lib/cmake but that didn't work.

Thank you so much in advance for your help!