I'm currently trying to include the libssh library on Visual Studio 2017. I already downloaded libssh but I don't know exactly what am I supposed to do with cmake. Where should I include files in Visual studio?
What you downloaded is the source code of libssh. So before you can link it to any of your own projects, you need to build libssh first. This were cmake comes in. CMake is the build system used for libssh.
In the source tree, which you have downloaded, you will find a file named INSTALL. It contains descriptions about all the prerequisites and a how you can use cmake to build libssh yourself.
If you prefer it, you can alternatively download a prebuilt version of libssh from https://www.libssh.org/files/win32/0.5/. The downside is, this is a quite dated version.