The Coin sources are not compatible with CMake 3.19 (see https://gitlab.cern.ch/GeoModelDev/GeoModel/-/issues/7). Therefore, for the moment, until the Coin sources will be ported to CMake 3.19, you should use CMake <= 3.18.X to compile Coin.
Please note that, at the time of writing, Homebrew, the package manager for macOS, updated its version of CMake from 3.18.4 to 3.19. Thus, you cannot build Coin on macOS with the CMake vertsion installed by the §brew§ command.
You can install CMake on your system by downloading the installer from the [CMake website](https://cmake.org/download/).
Now, you should build Coin3D (the 3D graphics engine) and SoQt (the glue package between the 3D graphics engine, Coin, and the windowing system, Qt5):