The following set-statements in the cmake file set the install paths using the cmake install prefix:

set(INSTALL_BIN_DIR "${CMAKE_INSTALL_PREFIX}/bin" CACHE PATH "[...]")
set(INSTALL_LIB_DIR "${CMAKE_INSTALL_PREFIX}/lib" CACHE PATH "[...]")
set(INSTALL_INC_DIR "${CMAKE_INSTALL_PREFIX}/include" CACHE PATH "[...]")
set(INSTALL_MAN_DIR "${CMAKE_INSTALL_PREFIX}/share/man" CACHE PATH "[...]")
set(INSTALL_PKGCONFIG_DIR "${CMAKE_INSTALL_PREFIX}/share/pkgconfig" CACHE PATH "[...]")

However, as they are cached, a change of CMAKE_INSTALL_PREFIX does not lead to a change of the install paths. Especially when using a GUI and setting the install prefix in the second configuration run, zlib is installed into the wrong directory.