Cmake building a library of subdirectory first

Question

I am generating Visual Studio files with CMake for C++. I have project A and project B that depend on a self-made library.

main_folder
 CMakeLists.txt
  |- build
  |_ Libfolder
  |   CMakeLists.txt
  |_ Proj_A_folder
  |   CMakeLists.txt
  |_ Proj_B_folder
      CMakeLists.txt

I am adding all of them as subdirectories (and they should be since I am also still working on the said library). However, running cmake .. from the build directory the first time generates:

CMake Error: The following variables are used in this project, but they are set to NOTFOUND.
Please set them or make sure they are set and tested correctly in the CMake files:
LIB
    linked by target "Proj_A" in directory C:/CodeAmber/main_folder/Proj_A_folder
    linked by target "Proj_B" in directory C:/CodeAmber/main_folder/Proj_B_folder

The .sln file has generated, and I can then open it, build Mylib, and run cmake .. again, and it works. However, that behaviour is not nice of course. I want it to see the dependency correctly and always build the Mylib first (preferably also on the compilation of proj_A and B automatically).

If I build the Mylib by hand, and then execute cmake .., the CMake call then completes successfully but does not actually build the project A and B themselves to .exe. That is also something I do not understand, how to trigger this?

I have searched a lot for answers, but most have a very different project folder structure or use External_Project (I'm still working on the library, so this is not useful). The answers I did find say that just target_link_libraries is enough to create a dependency. However, I think if find_library does not find anything in the first place, that causes the problem. However, I have not been able to find a solution, and I also do not understand why other than the visual studio files, it does not actually build my executable.

Also, I am relatively new to CMake, so it would be wonderful if you could give an example how to call a command you suggest.

main_folder

# Solution
project(VRshoes_PC_side)
set_property(GLOBAL PROPERTY USE_FOLDERS ON)

# Split in projects of our own software (defining folder names)
set(LIB Libfolder)
set(PROJ_A Proj_A_folder)
set(PROJ_B Proj_B_folder)

add_subdirectory(${LIB})
add_subdirectory(${PROJ_A})
add_subdirectory(${PROJ_B })

Libfolder

cmake_minimum_required (VERSION 3.8)

set(THIS_LIB Mylib)


file(GLOB_RECURSE HEADERS "${CMAKE_CURRENT_SOURCE_DIR}/include/*.h")
file(GLOB_RECURSE SOURCES "${CMAKE_CURRENT_SOURCE_DIR}/src/*.cpp")


set(CMAKE_RUNTIME_OUTPUT_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/build/) # .dll
set(CMAKE_ARCHIVE_OUTPUT_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/build/) # .lib
set(CMAKE_COMPILE_PDB_OUTPUT_DIRECTORY ${CMAKE_CURRENT_SOURCE_DIR}/build/) # .pdb

# Only put SHARED if you ONLY want a DLL. That was my mistake earlier, we need a LIB file too.
add_library(${THIS_LIB} "${HEADERS}" "${SOURCES}")

add_custom_target(alwaysbuild ALL)

target_include_directories(${THIS_LIB} PUBLIC ${CMAKE_CURRENT_SOURCE_DIR}/include/ ${CMAKE_CURRENT_SOURCE_DIR}/libraries/include/)

target_link_libraries(${THIS_LIB} PUBLIC  setupapi wsock32 ws2_32 bthprops)

source_group(TREE "${CMAKE_CURRENT_SOURCE_DIR}/include" PREFIX "Header Files" FILES ${HEADERS})
source_group(TREE "${CMAKE_CURRENT_SOURCE_DIR}/src" PREFIX "Source Files" FILES ${SOURCES})

target_sources(${THIS_LIB} INTERFACE
    ${CMAKE_CURRENT_SOURCE_DIR}/*.h
    ${CMAKE_CURRENT_SOURCE_DIR}/*.cpp
)

Proj_A_folder

cmake_minimum_required (VERSION 3.8)

# If you disable this, it expects WinMain instead of main as application entry point.
set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} /SUBSYSTEM:CONSOLE /ENTRY:mainCRTStartup")


set(THIS_PROJECT_NAME PROJ_A)

set(LIB_DIR ${PROJECT_SOURCE_DIR}/Libfolder)

# Linking to self made libraries in a project: https://stackoverflow.com/questions/11216408/cmake-dependencies-headers-between-apps-libraries-in-same-project

find_library(LIB NAMES Mylib PATHS ${LIB_DIR}/build/Debug NO_DEFAULT_PATH )

add_executable (${THIS_PROJECT_NAME} WIN32 "main.cpp" "main.h")


target_link_libraries(${THIS_PROJECT_NAME} ${LIB})
target_include_directories(${THIS_PROJECT_NAME} PUBLIC ${LIB_DIR}/include)

EDIT: Based on Tsyvarevs comments, I changed the target_link_libraries to the following, so I now have:

target_include_directories(${THIS_PROJECT_NAME} PUBLIC ${LIB_DIR}/include) 
target_link_libraries(${THIS_PROJECT_NAME} PUBLIC Mylib)

This gives an error on running cmake ..:

CMake Error at Proj_A/CMakeLists.txt:15 (add_executable):

Cannot find source file:

    C:/CodeAmber/pc_side_cpp/Lib_folder/*.h

  Tried extensions .c .C .c++ .cc .cpp .cxx .cu .mpp .m .M .mm .ixx .cppm .h
  .hh .h++ .hm .hpp .hxx .in .txx .f .F .for .f77 .f90 .f95 .f03 .hip .ispc

Proj_B_folder

# long thing probably requires the same solution.
# just to indicate I don't want to solve it by having my Proj_A in the main folder so I only have two CMakeLists.txt.