The answer was posted as a comment to my original post. Basically, installing the binutils-dev package resolved my problem.

Could NOT find LIBBFD

package 'zlib' not found , package 'libcurl' not found

"package" means a package config file e.g. /usr/lib64/pkgconfig/zlib.pc

Please use yum to decide a package name, like :

yum provides */libbfd.so
yum provides */zlib.pc
yum provides */libz.so
yum provides */libcurl.pc
yum provides */libcurl.so

Installing the packages :

# yum install binutils-devel zlib-devel libcurl-devel

Ref. comment about kcov :

"kcov" : # yum install elfutils-devel

cd build/ && cmake .. && make
.
.
[ 98%] Building C object src/CMakeFiles/kcov-system-daemon.dir/version.c.o
Linking CXX executable kcov-system-daemon
[100%] Built target kcov-system-daemon