See http://techbase.kde.org/Development/CMake/Addons_for_KDE#Buildtypes or http://www.cmake.org/Wiki/CMake_Useful_Variables#Compilers_and_Tools

set CMAKE_BUILD_TYPE to Debug or RelWithDebInfo

can be done using cmake /path/to/source -DCMAKE_BUILD_TYPE=... or by using ccmake (the console-based configurator)