[c++] How do I add a linker or compile flag in a CMake file?

In newer versions of CMake you can set compiler and linker flags for a single target with target_compile_options and target_link_libraries respectively (yes, the latter sets linker options too):

target_compile_options(first-test PRIVATE -fexceptions)

The advantage of this method is that you can control propagation of options to other targets that depend on this one via PUBLIC and PRIVATE.

As of CMake 3.13 you can also use target_link_options to add linker options which makes the intent more clear.