Why does it need both the .h and .cpp source files and the lib? Don't the source files tell it everything it needs to know (what the functions will do etc)? Doesn't it create the .lib file from the source files?
The way I understand what you're trying to do I believe the following steps happen:
1. CMAKE generated a solution/project from a more generic, cross-platform distribution of code files. eg: it created your sln & vcproj files for Visual Studio if that is your IDE, and added .h & .cpp files to relative locations the project can find.
2. That project uses the .h & .cpp files to create the .lib file (it didn't pre-exist before this step)
3. In another project where you 'consume' the library functions you can now include that .h file & .lib file