What distribution are you using? Or are you using OSX?
In Linux, you'll need to add the fltk devel packages and fluid. On ubuntu:
On OSX, fltk available through fink works [since I've been using it], or you can compile it yourself by downloading fltk-1.1.9.tar.gz, and installing it with:
sudo apt-get install libfltk1.1-dev libfltk-1.1 fltk1.1-doc fluid
then set your PATH before running cmake:
./configure --prefix=$HOME/fltk/ --disable-shared
Lemme know if that works, or if you need more specific stuff. It's worth noting that obdgpslogger works great wihout the GUI, but you need the GUI if you want real-time visuals on your dials.
PATH=$HOME/fltk/bin:$PATH; export PATH
cmake .. # Follow other build instructions as before