To build examples, you can specify extra argument to cmake:
cmake -DGLFW_BUILD_EXAMPLES=YES ../glfw-3.3.2
This will create necessary make commands to build example programs (just running make will build them).
If you don’t want to use cmake to build default examples, then you’ll need to add extra argument to your compiler to specify include folder s to glfw-3.3.2/deps folder. No need to copy files anywhere. Just use -Ipath/to/glfw-3.3.2/deps argument for your compiler.