CMake... ccmake or cmake?

I think ccmake is the GUI for manipulating files generated by / used by the cmake system.

ccmake is the curses (terminal handling library) interface to CMake.

cmake is the CLI (Command Line Interface)

sudo apt-get install cmake-curses-gui

ccmake :
It is teminal based GUI to edit the default options or paths in CMakeLists.txt.
Usage:
After you have generated configure files using cmake .. in build folder. Then do ccmake .. , to see all the options and paths which can be be modified by pressing Enter for editing. After editing press c again to configure. This will save the files in build folder with your edited settings. Then do make -j4 , for building the MakeFile.

ccmake (for Unix) and CMakeSetup (for NT) are indeed equivalent: a UI to cmake. They basically call cmake and display how your project is configured, what libraries have been found and where (for libraries referenced with FIND_LIBRARY. It gives you a chance to review and modify these variables before generating the Makefile or project.