The README.cmake says :

For debian/ubuntu user the following command will check for
required packages to build KMyMoney:

sudo apt-get build-dep kmymoney

When I run that i get:

Reading package lists... Done
E: You must put some 'source' URIs in your sources.list

I cannot find what "source URIs" I need to add and searching forum was no help. I am assuming that source URIs means other repositories but which one(s)?

You need to enable the source repositories in the Software Sources config in the Software Center. In there, there will be a checkbox for "Source Code" on the Ubuntu Software tab.