Passing CMAKE options to "header only" library

This is an updated question:

I trying to link NFLlib with my own smake project. Although developers never mentioned headers only, I noticed that most functionality of the library is in headers. The library requires Cmake options

-DCMAKE_BUILD_TYPE=Release -DNFL_OPTIMIZED=ON

However, when I try passing these options with the CMake command I get the following warning

Manually-specified variables were not used by the project:

How can I pass CMAKE options for the headers only to external libraries?