Impossible offline build

### Bug description

It is impossible to build offline.

Trying to build offline, I get this error

```
-- Setup dependencies
CMake Error at buildscripts/cmake/SetupDependencies.cmake:49 (wxwidgets_Populate):
Unknown CMake command "wxwidgets_Populate".
Call Stack (most recent call first):
buildscripts/cmake/SetupDependencies.cmake:49 (cmake_language)
buildscripts/cmake/SetupDependencies.cmake:69 (populate)
CMakeLists.txt:52 (include)
```

Turns out cmake `DOWNLOAD` silently fail (there is no network) and create a 0 byte file.

I didn't find a way to disable this with CMake.

### Steps to reproduce

1. setup a build environment without network (checkout Audicity git with submodules)
2. try to build Audacity
3.

### Expected behavior

That I can build offline, even if that require providing dependencies ahead of time

### Actual behavior

It tries and fail to download some randome .cmake file, then fail because the file is 0 bytes instead of telling it couldn't. And after that it will try to download random binaries to install.

### Audacity Version

Audacity 4.0 beta 2

### Operating system

Linux

### Additional context

This is a blocker for flatpak.

The 3.x branch was already a pain with conan.