Support for using CMake to build applications has been added to the latest development version of OpenDDS. There are example applications in the repository in addition to documentation to help get started.
To give it a try, clone the latest OpenDDS master and configure it with
--ace-github-latest in addition to any options you normally use. Once
this OpenDDS version is compiled you can create CMake projects that use it.
If there are any issues please let us know on the mailing list or using a GitHub Issue or Pull Request.