This is a regression that happened in 1.3.5.
With zstd 1.3.4 I could use library as subproject in cmake, without global install
With 1.3.5 and 1.3.7 this fails with "zstd.h file not found".
ok, possibly this is not regression - I may have modified 1.3.4 locally.
Anyway,
target_include_directories(libzstd_static INTERFACE ${LIBRARY_DIR}) is needed in build/cmake/lib/CMakeLists.txt and similar for shared version.
We accept PR on this topic
FYI: #1474, #1475 are precursors towards being able to support this use-case robustly.
With both #1474 and #1475 merged, I guess this topic is covered now.