E.g. if my package requires gcc to build and gcc is not present on the target system, will it be installed when building my package from source? If so, how do I specify build dependencies for my package? They may be different for different systems.
Conan does not install anything that it is not instructed to install. For installing build dependencies, there is the concept of build_requires
They can be declared:
There are existing packages for tools for CMake, and MinGW in Bintray (conan-center, bincrafters repos)
Packages in conan are installed at the user level, no root required. Those tools (CMake, MinGW) are easy to install and operate at the user level. It is, however, not very typical to have gcc compilers in Linux at the user level. I am not aware of conan packages for Linux gcc, though might be possible to build them, either as full package or as a thin wrapper over the system one. This latter might be more difficult to provide switches between different compiler versions installed in the system.