The CMake module FetchContent is missing in the VisualGDB-packaged version of cmake. I grafted the current version of this module into the “AppData/Local/VisualGDB/CMake/share/cmake-3.10/Modules. It seems to work as expected.
Thanks for letting us know. The FetchContent module looks new, so most likely it was not yet available in the version used in our build. This should get fixed automatically once we update our pre-built CMake from the latest sources.