--- CMakeLists.txt ---

cmake_minimum_required(VERSION 3.1)
project(Foo)

set(CMAKE_INSTALL_RPATH "@executable_path")

add_library(a a.cpp)
add_executable(foo main.cpp)
target_link_libraries(foo a)

install(TARGETS foo a DESTINATION bin)

--- a.cpp ---

int a() {
  return 42;
}

--- main.cpp ---

#include <iostream>
int a();

int main() {
  std::cout << "a: " << a() << std::endl;
}