In the "Installation details" panel on the right, verify that "C++ CMake tools for Windows" is checked (this also pulls in the necessary build tools). Alternatively, manually check "MSVC v143 - VS 2022 C++ x64/x86 build tools" and "Windows 11 SDK" .
Since nmake is part of the Visual C++ toolchain, you must download the Visual Studio installer. download nmake for windows