Linux
On Linux, the easiest way to use CMake is just to let it create a Makefile for you. You can then use this Makefile in the same way you normally would:
> mkdir build; cd build > cmake .. <options> > make -j > sudo make install
Cross-compiling
CMake also supports cross-compiling to embedded-linux platforms. How to do this is outside the scope of this documentation, but is explained here.
The preferred method is to create a toolchain file for each target platform.