[CMake] install targets

[Matt Fair]

I have split my code up into two dirs, "source" and "tests".  The
CMakeLists.txt in the source dir does a SUBDIRS to
${PROJECT_SOURCE_DIR}/../tests to get tests.

In each CMakeLists file right after I have defined the target via
ADD_LIBRARY or ADD_EXECUTABLE and set TARGET_LINK_LIBRARIES I have
done the following:

binaries
INSTALL(TARGETS myBinary RUNTIME DESTINATION bin)

libs
INSTALL(TARGETS myLib ARCHIVE DESTINATION lib)

shared libs
INSTALL(TARGETS mySharedLib LIBRARY DESTINATION lib)

The problem is that all INSTALL targets that I have specified under
the tests dir are not installed.  Am I doing something wrong?  The
problem seems to be with my SUBDIRS and INSTALL.  How can I fix this?

Thanks,
Matt