Currently AVX512 support is broken and builds fail with enabled compiler option. Message is:

opencv/modules/core/src/system.cpp(488): error: identifier "CV_CPU_AVX512" is undefined
          int baseline_features[] = { CV_CPU_BASELINE_FEATURES };

On AVX512 capable machine:

cmake -DCPU_BASELINE=DETECT <...>

or on other x86 machine:

cmake -DCPU_BASELINE=AVX512 <...>

Problem explanation

Current CMake scripts are designed for support "atomic" instruction sets (like, AVX512DQ) which has 1:1 mapping to compiler flags / processor features.

Groups, like AVX512 are not properly supported for now. Perhaps AVX512 can be replaced with AVX512-KNL (Knights Landing), AVX512-SKL (Skylake with BW, DQ, VL), AVX512-CNL (CannonLake with additional IFMA, VBMI) groups. But I'm not sure that it is a good idea.
BTW, Intel compiler defined this flag "COMMON-AVX512", "MIC-AVX512", "CORE-AVX512" (DQ is here)

So probably we should start from atomic features. Groups can be added later.