catkin_make fatal error for Unitree Go 1

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I am pretty new to ROS. I am trying to get it set up on the Unitree Go 1 robot, but I am running into an issue. I am cloning the repository from GitHub. However, after following the steps there when I run catkin_make in my workspace I keep running into a fatal error, that looks says this:

legged_real/src/exe/walk_mode.cpp:13:
/home/awfreel/Unitree_Go1/src/unitree_legged_sdk/include/unitree_legged_sdk/lcm.h:9:10: fatal error: lcm/lcm-cpp.hpp: No such file or directory
 #include <lcm/lcm-cpp.hpp>
          ^~~~~~~~~~~~~~~~~
compilation terminated.
In file included from /home/awfreel/Unitree_Go1/src/unitree_legged_sdk/include/unitree_legged_sdk/unitree_legged_sdk.h:12:0,
                 from /home/awfreel/Unitree_Go1/src/unitree_ros_to_real/unitree_legged_real/include/convert.h:18,
                 from /home/awfreel/Unitree_Go1/src/unitree_ros_to_real/unitree_legged_real/src/exe/position_mode.cpp:13:
/home/awfreel/Unitree_Go1/src/unitree_legged_sdk/include/unitree_legged_sdk/lcm.h:9:10: fatal error: lcm/lcm-cpp.hpp: No such file or directory
 #include <lcm/lcm-cpp.hpp>
          ^~~~~~~~~~~~~~~~~

I did check and I do have that file, so it does exist but maybe I have an issue in my cmake file?

I am in ROS melodic, on a virtual machine with Ubuntu.

I appreciate any help and feel free to let me know if I need to give more specific information. Thank you!