Newbie to compiling, don't know where to put Ninja

So I'm trying to compile source code for the first time and I have only the faintest clue what I'm doing. I've sort of fumbled my way into finding the CMake GUI (as I couldn't get the command prompt to work with me), but when I try to use the Ninja compile process it throws an error that it couldn't find Ninja. I have the Ninja .exe on my computer, I just don't know where to put it.

For clarity- I'm using Windows 10. Can anyone point me in the right direction?

EDIT- Oh I just realized- I should probably mention that the GUI is telling me about "CMAKE_MAKE_PROGRAM", "CMAKE_C_COMPILER" and "CMAKE_CXX_COMPILER", and how they're not set. This is probably related to the issue, but unfortunately, I'm a noob and I don't know what this means or how to fix it. Fill me in?