I didn't know it's so simple.
All the make targets are explained in the "compiling SFML" tutorial.
But how will "cmake ." behave when it won't find dependencies for graphics etc?
I think it will stop with a fatal error
I should probably add options to select a subset of modules to build. What you can do is to edit the CMakeLists.txt manually and remove the "add_subdirectory(<module>)" lines for modules that you don't want to compile.