In this example, we will use two files, the main CMakeLists.txt and cmake/colors.cmake:

.
├── cmake
│   └── colors.cmake
└── CMakeLists.txt

The cmake/colors.cmake file contains definitions for colored output:

# colorize CMake output

# code adapted from stackoverflow: http://stackoverflow.com/a/19578320
# from post authored by https://stackoverflow.com/users/2556117/fraser

macro(define_colors)
  if(WIN32)
    # has no effect on WIN32
    set(ColourReset "")
    set(ColourBold "")
    set(Red "")
    set(Green "")
    set(Yellow "")
    set(Blue "")
    set(Magenta "")
    set(Cyan "")
    set(White "")
    set(BoldRed "")
    set(BoldGreen "")
    set(BoldYellow "")
    set(BoldBlue "")
    set(BoldMagenta "")
    set(BoldCyan "")
    set(BoldWhite "")
  else()
    string(ASCII 27 Esc)
    set(ColourReset "${Esc}[m")
    set(ColourBold "${Esc}[1m")

    set(Red "${Esc}[31m")
    set(Green "${Esc}[32m")
    set(Yellow "${Esc}[33m")
    set(Blue "${Esc}[34m")
    set(Magenta "${Esc}[35m")
    set(Cyan "${Esc}[36m")
    set(White "${Esc}[37m")
    set(BoldRed "${Esc}[1;31m")
    set(BoldGreen "${Esc}[1;32m")
    set(BoldYellow "${Esc}[1;33m")
    set(BoldBlue "${Esc}[1;34m")
    set(BoldMagenta "${Esc}[1;35m")
    set(BoldCyan "${Esc}[1;36m")
    set(BoldWhite "${Esc}[1;37m")
  endif()
endmacro()