Hello Jimi Lin,
The BSP does incorporate a fftw package, which on the 5.4.3 release is version 3.3, you can find the version available on your BSP by running:
$ bitbake -s | grep fftw
If this package suits you needs you can add it to your local.conf to install on the baked image
IMAGE_INSTALL_append = “ fftw”
I hope this helps!
Regards,