As far as I understand the CMake code (Modules/FindGettext.cmake), if the INSTALL_DESTINATION option is given a file named fr.po will be installed to fr/LC_MESSAGES/fr.mo. But it should be named textdomain.mo where textdomain corresponds to the binary name i.e. project name.
I suggest to add another option TEXTDOMAIN that will specify the textdomain and rename the resulting mo file accordingly.
For details, please refer to Explaining gettext (The GNU Awk User’s Guide).