The library name is SDL2-2.0, not SDL2.  This fixes builds against SDL.

--- SDL2-2.0.10/CMakeLists.txt.old	2019-07-25 04:32:36.000000000 +0000
+++ SDL2-2.0.10/CMakeLists.txt	2020-01-03 17:23:42.451699149 +0000
@@ -233,7 +233,7 @@
 
 # Those are used for pkg-config and friends, so that the SDL2.pc, sdl2-config,
 # etc. are created correctly.
-set(SDL_LIBS "-lSDL2")
+set(SDL_LIBS "-lSDL2-2.0")
 set(SDL_CFLAGS "")
 
 # When building shared lib for Windows with MinGW,