I would start with upgrade of CMAKE version.
You can use INCLUDE_DIRECTORIES for header location and LINK_DIRECTORIES + TARGET_LINK_LIBRARIES for libraries
INCLUDE_DIRECTORIES(your/header/dir)
LINK_DIRECTORIES(your/library/dir)
rosbuild_add_executable(kinectueye src/kinect_ueye.cpp)
TARGET_LINK_LIBRARIES(kinectueye lib1 lib2 lib2 ...)
note that lib1
is expanded to liblib1.so
(on Linux), so use ln to create appropriate links in case you do not have them