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

The string "_SRC_DIR_" represents the cmake-lyx-build-directory, e.g. /usr/src/lyx/lyx-devel.
The string "_BUILD_DIR_" represents the cmake-lyx-build-directory, e.g. /usr/BUILD/BuildLyx.
The string "_PKG_NAME_" represents the name of the package, like "lyx-2.1.38687-Linux" on my Linux-system

Using cmake-gui:
    cd _BUILD_DIR_; cmake-gui _SRC_DIR_
	select: Show Advanced Entries
	Search: CPACK
	Now select the package-type(s) you would like to be build
	select: Configure

Likewise you may call cmake directly. E.g. to create debian package
    cd _BUILD_DIR_; cmake _SRC_DIR_ -DCPACK_BINARY_DEB:BOOL=ON
The generators (dependent on your system) are
    DEB, RPM, TGZ, NSIS, STGZ, TBZ2, TZ
    
Now it is possible to create the package
    cd _BUILD_DIR_; make package
    #The created packages will be something like
    #_PKG_NAME_.tar.gz
    #_PKG_NAME_.zip
    #...


In archives for TGZ, STGZ, TBZ2 or TZ the filenames are prepended with the package-name,
therefore we have to get rid of it (e.g. for STGZ the parameter "--exclude-subdir").
Some installation proceedings:
    STGZ:	sudo _PKG_NAME_.sh --exclude-subdir
    TGZ:	sudo tar -zxv --strip-components 1 --directory / -f _PKG_NAME_.tar.gz
    DEB:	sudo dpkg -i _PKG_NAME_.deb
    RPM:	sudo rpm -U --force _PKG_NAME_.rpm

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