To generate the header file, we defined a custom command that executes the generate.py script and takes ${MAX_NUMBER} and the file path (${CMAKE_CURRENT_BINARY_DIR}/generated/primes.hpp) as arguments:

add_custom_command(
  OUTPUT
    ${CMAKE_CURRENT_BINARY_DIR}/generated/primes.hpp
  COMMAND
    ${PYTHON_EXECUTABLE} generate.py ${MAX_NUMBER} ${CMAKE_CURRENT_BINARY_DIR}/generated/primes.hpp
  WORKING_DIRECTORY
    ${CMAKE_CURRENT_SOURCE_DIR}
  DEPENDS
    generate.py
  )

In order to trigger the source code generation, we need to add it as a source code dependency in the definition of the executable, a task easily achieved with target_sources:

target_sources(example
  PRIVATE
    example.cpp
    ${CMAKE_CURRENT_BINARY_DIR}/generated/primes.hpp
  )

In the preceding code, we do not have to define a new custom target. The header file will be generated as a dependency of example, and will be rebuilt every time the generate.py script changes. If the code generation script produces several source files, it is important that all generated files are listed as dependencies of some target.