Don't need to, and some software libraries even forbid you. For other people who find this thread, I can leave instructions.
I had to go to https://www.glfw.org/download.html to get the missing libglfw.so for Windows or MacOS. On Debian (including Ubuntu and Mint) try `apt install libglfw3` On Redhat (including Fedora and CentOS) try `yum install glfw`