Since autodetection of libraries doesn't work that good on Windows, some documentation is probably needed, especially for the cmake variable SDL2_LIBRARY, which you might think you need to fill yourself.
When running the compiled application, a console window pop ups next to the ExLauncher window. This is fixed by going into project properties in visual studio -> Linker -> System and setting SubSystem from Console to Windows. A fix which does this already in CMake would be great, if possible.
The generated projects ALL_BUILD and ZERO_CHECK doesn't seem necessary.
It would be nice if resources and include files are included in the project, not just source files.