Dakota can write the final results of methods and other potentially useful information to HDF5. The required version of HDF5 for Dakota 6.9 is 1.10.2, and for 6.10 (and newer) is 1.10.4. We have found that these specific versions must be used, so they aren't simply a minimum version, unfortunately. The CMake variable DAKOTA_HAVE_HDF5 controls Dakota use of the HDF5 library.
The HDF Group website (https://www.hdfgroup.org/) has pre-built binaries for some platforms and also the HDF5 source. HDF5 can be obtained via package manager (yum, apt-get, homebrew, etc). Note that HDF5 must have support for C++ enabled (--enable-cxx option to configure), which is not the default when building it from source.