You don't on new projects. CMake + ninja has support for modules on gcc, clang, and MSVC.
This should be your default stack on any small-to-medium sized C++ project.
Bazel, the default pick for very large codebases, also has support for C++20 modules.
I have yet to see modules in the wild. What I have seen extensively are header-only projects.
Thanks. It's been a long time since I started a C++ project, and I've never set up any build chain in Visual Studio or Xcode other than the default.