Please download SDK from LucidLabs support page and unpack ArenaSDK_Linux_x64 folder somewhere in your system (good places are either /usr/local, /opt, ~/bin).
Open .bashrc and add the following lines to the end:
export ARENA_GCCVER=54_v3_3_LUCID
export ARENA_PATH=/path/to/ArenaSDK_Linux_x64
The ARENA_GCCVER is the file suffix of the files present in ArenaSDK_Linux_x64/GenICam/library/lib/Linux64_x64.
Finally, open a new terminal or source .bashrc before running colcon.