If you happen to use a dependency that wraps a C++ library, still hopefully not, assuming the dependency was meant to wrap the library for the purposes of programming in Rust.
In general you don't. However, fltk-rs's Rust api is intentionally very similar to the C++ api to benefit from the more extensive C++ documentation and examples.
The cmake crate has problems parallelizing builds on Windows using the msvc toolchain. There's a fix hopefully in the upcoming release.