I set the CFLAGS in CMake by CMAKE_C_FLAGS. Is something like this to set LDFLAGS?
It depends a bit on what you want:
A) If you want to specify which libraries to link to, you can use find_library to find libs and then use link_directories and target_link_libraries to.
Of course, it is often worth the effort to write a good find_package script, which nicely adds "imported" libraries with add_library( YourLib IMPORTED ) with correct locations, and platform/build specific pre- and suffixes. You can then simply refer to 'YourLib' and use target_link_libraries.
B) If you wish to specify particular linker-flags, e.g. '-mthreads' or '-Wl,--export-all-symbols' with MinGW-GCC, you can use CMAKE_EXE_LINKER_FLAGS. There are also two similar but undocumented flags for modules, shared or static libraries:
CMAKE_MODULE_LINKER_FLAGS
CMAKE_SHARED_LINKER_FLAGS
CMAKE_STATIC_LINKER_FLAGS