You will find the CMake App in your Start Menu under CMake 2.8. Select CMake (cmake-gui). When it loads, the CMake window appears:

As you can see all you have to enter is the location of the sources in C:\blender-dev\blender and a destination directory which is C:\blender-dev\cmake in this example, but any location outside of the source directory is allowed.

Now Press the Configure button. You may be prompted that the directory doesn't exist. If so, select yes to create the directory. You will then get another Popup:

Here you can select which Generator you want to use (Visual Studio, Unix Makefiles, etc...). Visual Studio 12 Win64 is selected currently in this example. Note that you also can select which compiler you want to use. If you are unsure about what that means, don't worry and use the default native compilers.

Now press the Finish button. You'll go back to the previous screen but now you will see a big red list of options. You can scroll through the option list and set parameters to your needs. Please ensure that the settings are correct for your build. You can find the settings and what they mean in the table below.

Click Configure again and the red highlighting should disappear. Then click Generate and your build environment will be created into the build folder. If you selected a Visual Studio project, this is where the blender.sln file, which is the solution file to load the project in Visual Studio. Likewise, if you created another type of configuration (QTCreator, Code::Blocks, etc...), the main project file will be located here.

From the terminal window, run the command: cmake-gui

Note: For CMake to determine the proper location of your Xcode build, it's important that your active version of Xcode be located at /Applications/Xcode.app.

You will find the CMake App in your Application folder. Double click on it to start it. The CMake Window shows up:

As you can see all you have to enter is the location of the sources in ~/blender-dev/blender and a destination directory which is ~/blender-dev/cmake in this example, but any location outside of the source directory is allowed.

Now Press the "Configure" Button. You get another Popup:

Here you can select which Generator you want to use (Unix Makefiles or CMake in our case). Xcode is selected currently in this example. Note that you also can select which compiler you want to use. If you are unsure about what that means, don't worry and use the default native compilers.

Now press the "Done" Button. You get back to the previous screen but now you will see a big red list of options. You can scroll through the option list and set parameters to your needs. Please ensure that the settings are correct for your build. You can find the settings and what they mean in the table below.

Note: 'gcc' is a symbolic link to the default compiler used by the desired Xcode version. Since XCode5 this means CLANG, formerly it was llvm-gcc

Click Configure again and the red highlighting should disappear. Then click Generate and your build environment will be created into the build folder.