I don't see the CFITSIO in your case.
Look at my case:
oleh@oleh:~$ svn co
pyindi-client.googlecode.com/svn/trunk/s...ndi/swig-indi-python
A swig-indi-python/python_simulator_ccd.py
A swig-indi-python/test-indidriver.py
A swig-indi-python/test-indiclient.py
A swig-indi-python/indidriverpython.i
A swig-indi-python/cmake_modules
A swig-indi-python/cmake_modules/FindCFITSIO.cmake
A swig-indi-python/cmake_modules/FindINDI.cmake
A swig-indi-python/tutorial_four_sk.xml
A swig-indi-python/indiclientpython.i
A swig-indi-python/CMakeLists.txt
Checked out revision 32.
oleh@oleh:~$ mkdir libindipython
oleh@oleh:~$ cd libindipython
oleh@oleh:~/libindipython$ cmake ../swig-indi-python
-- The C compiler identification is GNU 5.2.1
-- The CXX compiler identification is GNU 5.2.1
-- Check for working C compiler: /usr/bin/cc
-- Check for working C compiler: /usr/bin/cc -- works
-- Detecting C compiler ABI info
-- Detecting C compiler ABI info - done
-- Detecting C compile features
-- Detecting C compile features - done
-- Check for working CXX compiler: /usr/bin/c++
-- Check for working CXX compiler: /usr/bin/c++ -- works
-- Detecting CXX compiler ABI info
-- Detecting CXX compiler ABI info - done
-- Detecting CXX compile features
-- Detecting CXX compile features - done
-- Found SWIG: /usr/bin/swig3.0 (found version "3.0.2")
-- Found PythonLibs: /usr/lib/x86_64-linux-gnu/libpython2.7.so (found version "2.7.10")
-- Found PkgConfig: /usr/bin/pkg-config (found version "0.28")
-- checking for module 'libindi'
-- found libindi, version 1.2.0
-- Could NOT find INDI (missing: INDI_MAIN_LIBRARIES) (found version "1.2.0")
-- Found CFITSIO 3.37: /usr/lib/x86_64-linux-gnu/libcfitsio.so
-- Configuring done
-- Generating done
-- Build files have been written to: /home/oleh/libindipython
oleh@oleh:~/libindipython$