__imp error when setting up glfw and glad

I am trying to setup a project using CMake. I am setting up my CMakeLists like so:

cmake_minimum_required( VERSION 3.6 )

project (Test)

set( GLFW_BUILD_DOCS OFF CACHE BOOL  "GLFW lib only" )
set( GLFW_INSTALL OFF CACHE BOOL  "GLFW lib only" )
set(GLFW_BUILD_SHARED OFF CACHE BOOL "Build GLFW as static library")
set( GLAD_SRC glad/glad.c )
set(GLFW_BUILD_GLAD OFF CACHE BOOL "Disable GLFW's built-in GLAD")

add_subdirectory( glfw )

include_directories( glad/ )

set( Test-SRC engine.cpp
        stb/stb_image.cpp
        ${GLAD_SRC}
)

add_executable( ${PROJECT_NAME} WIN32 ${Test-SRC} )

target_link_libraries( ${PROJECT_NAME} PRIVATE glfw )


I am getting a bunch of errors, all something like:
undefined reference to `__imp_glfwSomething’

I am getting glfw by cloning the github repository as a subdirectory in my project.

What am I doing wrong?

I recommend you try the GLFW-CMake-starter and go from there.