How to use Cmake with OpenACC and pgc++?

I am using Ubuntu and have the following C++ code

#include <iostream> 
#include <omp.h>
#define numPI 10000000000

using namespace std;

int main(void) {

    std::cout<<"calculate pi..\n";
    double pi = 0.0f; long i; long j;
    double st = omp_get_wtime();

    #pragma acc parallel loop
    for (i=0; i<numPI; i++) {
        double t= (double)((i+0.5)/numPI);
        pi +=4.0/(1.0+t*t);
    }
    double runtime = omp_get_wtime() - st;
    printf("ACC: %f s\n", runtime);

    st = omp_get_wtime();
    pi=0.0;
    for (i=0; i<numPI; i++) {
        double t= (double)((i+0.5)/numPI);
        pi +=4.0/(1.0+t*t);
    }
    runtime = omp_get_wtime() - st;
    printf("serial: %f s\n", runtime);
    return 0;
}

it runs just fine with pgc++ -fast -ta=nvidia:cuda9.2,managed -Minfo=accel -o exampleOpenACC.cpp exampleOpenACC -std=c++11 -mp && ./exampleOpenACC

However, I want to be able to compile it with Cmake. I tried the following for CMakeLists.txt:

cmake_minimum_required(VERSION 3.5)
project( exampleOpenACC )
set(CMAKE_CXX_STANDARD 14)
set(CMAKE_CXX_STANDARD_REQUIRED ON)
set(CMAKE_MODULE_PATH ${PROJECT_SOURCE_DIR})

SET(CMAKE_CXX_COMPILER /opt/pgi/linux86-64/19.10/bin/pgc++)
add_definitions("-DENABLE_SSE")
set(CMAKE_CXX_FLAGS
   "${SSE_FLAGS} -O3 -g -std=c++11 -march=native -ta=nvidia:cuda9.2,managed -Minfo=accel"
)
set(CMAKE_C_FLAGS
   "${SSE_FLAGS} -ta=tesla:cc50 -Minfo=accel"
)
find_package(OpenACC REQUIRED)
add_executable( exampleOpenACC exampleOpenACC.cpp) 
target_compile_options(openacc-test PRIVATE ${OpenACC_CXX_FLAGS})
target_link_libraries(exampleOpenACC) 
target_compile_features(exampleOpenACC PRIVATE cxx_range_for)
find_package(OpenMP)
if (OPENMP_FOUND)
    set (CMAKE_C_FLAGS "${CMAKE_C_FLAGS} ${OpenMP_C_FLAGS}")
    set (CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} ${OpenMP_CXX_FLAGS}")
    set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} ${OpenMP_EXE_LINKER_FLAGS}")
endif()

but when I hit cmake ., I get:

by not providing FindOpenACC.cmake in CMAKE_MODULE_PATH this project asked Cmake to find a package configuration file provided by OpenACC but Cmake did not find one

Could not find a package configuration provided by OpenACC with any of the following names:

OpenACCConfig.cmake
openacc-config.cmake

Add the installation prefix of "OpenACC" to CMAKE_PREFIX_PATH or set "OpenACC_DIR" to a directory containing one of the above files.  If "OpenACC" provides a separate development package or SDK, be sure it has been installed.

How should I set CMakeLists.txt so the code compiles with pgc++?

Which version of cmake are you using? OpenACC support has been introduced in CMAKE >= 3.10
So you should change your cmake_minimum_required at least to 3.10