INSTALL( TARGETS [library name] LIBRARY DESTINATION $(LIBDIR)] )
In Windows, this will give error
install Library Targets given no DESTINATION.
You only install the LIBRARY but not the ARCHIVE (the static import lib automatically created when you export functions from a lib on windows). A static library is also treated as ARCHIVE by cmake on windows. So either remove LIBRARY or add a destination for ARCHIVE. Another thing which comes to my mind is that a library is treated as RUNTIME - but I'm unsure atm :)
So best is - remove 'LIBRARY' and you'll be fine.