You may try either of these depending on what you need:
For CMake >= 3.12
According to the changelog:
New “FindPython3” and “FindPython2” modules, as well as a new
“FindPython” module, have been added to provide a new way to locate
python environments.
find_package(Python COMPONENTS Interpreter Development)
Docs:
This module looks preferably for version 3 of Python. If not found,
version 2 is searched. To manage concurrent versions 3 and 2 of
Python, use FindPython3 and FindPython2 modules rather than this one.
For CMake < 3.12
Docs:
find_package(PythonInterp 2.7 REQUIRED)
find_package(PythonLibs 2.7 REQUIRED)