ESP-IDF VSCode add external library

[herhor67]

Hello,
I am able to add "header-only" libraries, that is easy. However, how can I do that, when the library has its own building procedure?
I am in particular interested in https://github.com/nanomsg/nng. I put it in the components folder, hoping that CMake will do its magic, but well, it didn't work. I've read through the Build System in the docs, but that didn't explain anything anyway.
How should I approach this?

Alternatively, is there any (possibly ESP-dedicated) socket-wrapping library, which will abstract away all the annoying features of sockets like repeated recv/send, possible fragmentation, etc etc?