This doesn't seem like it would even make sense to do at first, but apparently many package managers use UnitTest++'s autoconf build for packaging and/or installing. This means that UnitTest++ has to be installed from source in order to use CMake's FIND_PACKAGE( ... ) as suggested in Adding into a CMake Project. Using a combination of FIND_LIBRARY( ... ) and TARGET_LINK_LIBRARIES( ... ) still works as long as UnitTest++'s headers are in the default search paths.
I've tried installing UnitTest++ on macOS via Homebrew and CentOS 7 from EPEL via yum. Neither installs UnitTest++Config.cmake or UnitTest++Targets.cmake.