How do I make CMake output into a 'bin' dir?

As in Oleg's answer, I believe the correct variable to set is CMAKE_RUNTIME_OUTPUT_DIRECTORY. We use the following in our root CMakeLists.txt:

set(CMAKE_ARCHIVE_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/lib)
set(CMAKE_LIBRARY_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/lib)
set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_BINARY_DIR}/bin)

You can also specify the output directories on a per-target basis:

set_target_properties( targets...
    PROPERTIES
    ARCHIVE_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/lib"
    LIBRARY_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/lib"
    RUNTIME_OUTPUT_DIRECTORY "${CMAKE_BINARY_DIR}/bin"
)

In both cases you can append _[CONFIG] to the variable/property name to make the output directory apply to a specific configuration (the standard values for configuration are DEBUG, RELEASE, MINSIZEREL and RELWITHDEBINFO).

Use set(CMAKE_RUNTIME_OUTPUT_DIRECTORY "/some/full/path/to/bin")

Use the EXECUTABLE_OUTPUT_PATH CMake variable to set the needed path. For details, refer to the online CMake documentation:

CMake 2.8.8 Documentation

$ cat CMakeLists.txt
project (hello)
set(EXECUTABLE_OUTPUT_PATH "bin")
add_executable (hello hello.c)

As to me I am using cmake 3.5, the below(set variable) does not work:

set(
      ARCHIVE_OUTPUT_DIRECTORY "/home/xy/cmake_practice/lib/"
      LIBRARY_OUTPUT_DIRECTORY "/home/xy/cmake_practice/lib/"
      RUNTIME_OUTPUT_DIRECTORY "/home/xy/cmake_practice/bin/"
)

but this works(set set_target_properties):

set_target_properties(demo5
    PROPERTIES
    ARCHIVE_OUTPUT_DIRECTORY "/home/xy/cmake_practice/lib/"
    LIBRARY_OUTPUT_DIRECTORY "/home/xy/cmake_practice/lib/"
    RUNTIME_OUTPUT_DIRECTORY "/home/xy/cmake_practice/bin/"
)

Use this line config:

set(EXECUTABLE_OUTPUT_PATH ${PROJECT_SOURCE_DIR}/build/)
place your any CMakeLists.txt project.

This ${PROJECT_SOURCE_DIR} is your current source directory where project place .
and if wander why is ${EXECUTABLE_OUTPUT_PATH} check this file CMakeCache.txt then search the key word output path, all the variables define here, it would give a full explanation of the project all setting.

To add on to this:

If you're using CMAKE to generate a Visual Studio solution, and you want Visual Studio to output compiled files into /bin, Peter's answer needs to be modified a bit:

# set output directories for all builds (Debug, Release, etc.)
foreach( OUTPUTCONFIG ${CMAKE_CONFIGURATION_TYPES} )
    string( TOUPPER ${OUTPUTCONFIG} OUTPUTCONFIG )
    set( CMAKE_ARCHIVE_OUTPUT_DIRECTORY_${OUTPUTCONFIG} ${CMAKE_SOURCE_DIR}/lib )
    set( CMAKE_LIBRARY_OUTPUT_DIRECTORY_${OUTPUTCONFIG} ${CMAKE_SOURCE_DIR}/lib )
    set( CMAKE_RUNTIME_OUTPUT_DIRECTORY_${OUTPUTCONFIG} ${CMAKE_SOURCE_DIR}/bin )
endforeach( OUTPUTCONFIG CMAKE_CONFIGURATION_TYPES )

cat CMakeLists.txt
project (hello)
set(CMAKE_BINARY_DIR "/bin")
set(EXECUTABLE_OUTPUT_PATH ${CMAKE_BINARY_DIR})
add_executable (hello hello.c)

Regardless of whether I define this in the main CMakeLists.txt or in the individual ones, it still assumes I want all the libs and bins off the main path, which is the least useful assumption of all.

One more refinement to serg06's answer:

To force the three paths to be used as-is with all generators and for all build configurations, you can add an empty generator expression as in the following:

set(CMAKE_RUNTIME_OUTPUT_DIRECTORY "$<0:>${CMAKE_BINARY_DIR}/bin") # .exe and .dll
set(CMAKE_LIBRARY_OUTPUT_DIRECTORY "$<0:>${CMAKE_BINARY_DIR}/lib") # .so and .dylib
set(CMAKE_ARCHIVE_OUTPUT_DIRECTORY "$<0:>${CMAKE_BINARY_DIR}/lib") # .lib and .a

That has the side-effect of forcing the Visual Studio generator in particular to use the specified path as-is, instead of appending a configuration-specific subdirectory, with no need for a foreach loop.