Targets are used for real targets, not for configurations. Don't forget that you can have several libraries / executables inside a single CMake project. So for example, for SFML the targets will be sfml-system, sfml-window, sfml-audio, ..., sfml-opengl, sfml-pong, sfml-shaders, ..., sfml-doc. Not "debug" and "release".
This is also explained in the CMake tutorial.