In linux we have rules in cmake for generating proper “make install” instructions and “make install” is also needed by rpmbuild for generating a rpm package (and maybe a deb package). In any case “help”, “icons” and “hdrhtml” folders must be subfolders of CMAKE_INSTALL_PREFIX for lhdr to run properly.
Edit:
What I mean is that, even without creating a package/installer, when run from <BUILD_ROOT> those folders are still relatives to <CMAKE_INSTALL_PREFIX>