Catkin_make error with geometry2 package

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I'm attempting to use catkin_make to build the 'imu_tools' package found here. But when runnings catkin_make I get the error down below.

CMake Warning at /opt/ros/kinetic/share/catkin/cmake/catkinConfig.cmake:76 (find_package):
  Could not find a package configuration file provided by "tf2_geometry_msgs"
  with any of the following names:

    tf2_geometry_msgsConfig.cmake
    tf2_geometry_msgs-config.cmake

  Add the installation prefix of "tf2_geometry_msgs" to CMAKE_PREFIX_PATH or
  set "tf2_geometry_msgs_DIR" to a directory containing one of the above
  files.  If "tf2_geometry_msgs" provides a separate development package or
  SDK, be sure it has been installed.
Call Stack (most recent call first):
  imu_tools/imu_filter_madgwick/CMakeLists.txt:4 (find_package)

-- Could not find the required component 'tf2_geometry_msgs'. The following CMake error indicates that you either need to install the package with the same name or change your environment so that it can be found.

My main issue is that I dont really understand what the error message is trying to tell me. I've found the package (geometery2) that I should install somewhere, but I'm struggling to figure out how to do it properly.

Sorry if this is a very basic question, I'm still very new to ROS, and programming in general. Feel free to ask for more information.

Thanks for your time