Here is what to do to make binary packages using CMake.

Build LyX on your target system and build the package with cpack:
cpack -G <generator> --config CPackConfig.cmake 

Choose <generator> dependent on your system:
DEB, RPM, TGZ, NSIS, and others

See also:
http://www.cmake.org/Wiki/CMake:CPackPackageGenerators
http://www.cmake.org/cmake/help/cpack2.6docs.html