I don't want glew to be part of my project... I want GLEW to be installed automatically if needed.
You are right that you shouldn't make it part of your own project. GLEW has some confusing ownership issues, with portions released under four different licenses and sparse documentation about which is which. Some are BSD-like, some are MIT-like. Critically, some are GNU GPL, so if any of that stuff gets incorporated you are automatically pulled into that license if you aren't already. Be VERY careful about pulling in other products.
As for automatic installs, that's not how it is normally done for source code releases.
It is a bad idea to auto-install software on any machine you don't own, especially a development machine. The other people may not agree to the license, they may have other editions on their machine and you're introducing conflicts, they may have other software configurations on their machine that you are ruining. Don't do it.
Typically you provide a link in your build system to the module, as you seemingly did with ${CMAKE_BINARY_DIR}. Document that CMAKE_BINARY_DIR must be configured to point to somewhere, and you tell them the web page for GLEW so they can download it themselves.
Within your own group you may want to have scripts that install a previously-downloaded release GLEW, likely running their installer with the correct options or just copying directories from a network location you have configured. Otherwise, within your group you download and install it yourself.