Installing XGboost R package with GPU support on Windows 10 - Not getting CMAKE installation to work

Question

I am trying to install the R Package with GPU support for XGBoost (https://xgboost.readthedocs.io/en/latest/build.html, "Installing R package with GPU support"). To do so, I have to use Cmake. I've tried the following code without luck .., loaded in as a CMakeLists.txt:

mkdir build
cd build
cmake .. -G"Visual Studio 16 2019 Win64" -DUSE_CUDA=ON -DR_LIB=ON
cmake --build . --target install --config Release

This provides an error I somehow can get past by ...:

CMake Error at CMakeLists.txt:1: Parse error. Expected "(", got identifier with text "build".

Thank you!