I struggled with this also and this is my recipe (VS2015 but look up the cmake docs for other IDEs)
Note I was specifically targeting xerces 3.2.3 and xalan 1.12. Use git tag to get the versions you need
git clone https://github.com/apache/xerces-c.git
cd xerces-c
git checkout v3.2.3
mkdir build
cd build
cmake .. -BVS2015 -G "Visual Studio 14 2015" -A x64 -DCMAKE_BUILD_TYPE=Debug
cd VS2015
devenv xerces-c.sln /Build Debug /Project ALL_BUILD
Because I use this with another build process that expects things in a certain way:
(assume you set up a target dir env called XERCESBUILD with bin/lib child dirs)
copy src\Debug\*.dll %XERCESBUILD%\bin
copy src\Debug\*.lib %XERCESBUILD%\lib
Then for xalan
git clone https://github.com/apache/xalan-c
cd xalan-c
git checkout Xalan-C_1_12_0
mkdir build
cd build
set PATH=%PATH%;%XERCESBUILD%\bin
cmake .. -BVS2015 -G "Visual Studio 14 2015" -A x64 -DCMAKE_PREFIX_PATH=%JBCRELEASEDIR% -DXALAN_DEBUG=1 -DCMAKE_BUILD_TYPE=Debug -DXerce
sC_LIBRARY_DEBUG=%XERCESBUILD%\lib\xerces-c_3D.lib
cd VS2015
devenv xalan-c.sln /Build Debug /Project ALL_BUILD
Note the xerces-c_3D.lib is specifically the Debug build so remove the D when doing the Release build.