ART: Add missing dependency on python packages

Several python packages were used from the now removed AtlasPyFwdBwdPorts
package. As such they it didn't need an explicit dependency. All these
packages are now available via LCG and should be declared as explicit
dependency to ensure they get installed.

Tools/ART/CMakeLists.txt

-# Copyright (C) 2002-2018 CERN for the benefit of the ATLAS collaboration
+# Copyright (C) 2002-2019 CERN for the benefit of the ATLAS collaboration
 #
 # CMake configuration file for the ART package.
 #
@@ -11,6 +11,12 @@ atlas_subdir( ART )
 atlas_depends_on_subdirs( PRIVATE
                           TestPolicy )
 
+# External dependencies:
+find_package( futures )
+find_package( requests )
+find_package( scandir )
+find_package( pyyaml )
+
 # Install files from the package:
 atlas_install_python_modules( python/ART/*.py )
 atlas_install_scripts( scripts/*.py scripts/*.sh )