How to use intel mkl in cmake-gui under Windows?

Finally, it works. I give the solution here:

MKL_DIR (folder): ...\mkl\2022.0.2
MKL_INCLUDE_DIR (folder): ...\mkl\2022.0.2\include
MKL_LIB_CORE (file): ...\mkl\2022.0.2\lib\intel64\mkl_core.lib
MKL_LIB_INTEL (file): ...\mkl\2022.0.2\lib\intel64\mkl_intel_lp64.lib
MKL_LIB_THREAD (file): ...\mkl\2022.0.2\lib\intel64\mkl_sequential.lib

... means your installation directory of Intel mkl.