No, Cmake just help you in building process, clearly it makes Makefile's for you. you cannot compile a cpp file to a single (or plugable) binary file and expect that it could work on different platforms.
Also you could write your programs with Cross-Platform in mind, but they need to be compiled for each platform.
You could use platforms like Qt or Boost which help you write more Cross-Platform codes and compile them under different platforms without worrying about differences.
Also, The Qt has its own build system named QMake which is very easy to use and your use qmake instead of cmake to make a cross platform build system.
Also if you need truly cross platform binary programs, you could try things like Java.