[CMake] find_library feature request

[Christopher Harvey]

Hello list,
I was wondering if a better way to handle failed find_library under 
windows would be to give the user a chance to manually find the package 
before giving an error. I know the user always has the chance to specify 
the path afterwards in the GUI, but I think that for users that are new 
to CMake it may be slightly intimidating to get error messages if 
find_library fails. I think it would be a good idea to add a new 
find_library option that would turn on user intervention when find 
package fails that would pop up a file picker dialog with a custom 
message like "select the root boost directory, eg. boost_1_26". I think 
this would be most helpful under windows when running in the gui dialog.