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That doesn't mean there aren't any header-only libraries. Usually small libraries implement everything in a header file. Checkout this GitHub link. With such header-only-libraries, all you have to do is include the header, write code which uses them, compile and you are done. This also doesn't involve the headache of setting up complicated build systems.
NOTE:
The number of mentions on this list indicates mentions on common posts plus user suggested alternatives.
Hence, a higher number means a more popular project.