Cannot build XGBoost from Source

C:\Users\Auuuuu\AppData\Local\Programs\Python\Python37\Scripts\xgboost-master\build>cmake … -G"Visual Studio 16 2019" -A x64
CMake Error at CMakeLists.txt:2 (project):
Generator

Visual Studio 16 2019

could not find any instance of Visual Studio.
– Configuring incomplete, errors occurred!
See also “C:/Users/Auuuuu/AppData/Local/Programs/Python/Python37/Scripts/xgboost-master/build/CMakeFiles/CMakeOutput.log”.

But I have installed Visual Studio 2019 v16.4.6.

It looks like your CMake installation is broken. See https://stackoverflow.com/questions/51668676/cmake-visual-studio-15-2017-could-not-find-any-instance-of-visual-studio