It seems the build parameter for python search is not correct. I enter the path to the folder with the executable file. But it looks like CMake expects something different.
cmake -D HAVE_PYTHON=YES -D WANT_PYTHON_VERSION=3.11 -D Python_DIR=D:\panda3d-master\thirdparty\win-python3.11-x64 -D PYTHON_EXTENSION_SUFFIX=.pyd
CMake Error at dtool/LocalSetup.cmake:173 (message): Configured Panda with Python bindings, but no Python library found. Disable HAVE_PYTHON to continue. Call Stack (most recent call first): dtool/CMakeLists.txt:2 (include)
At the moment it is not clear what should be specified.