I had a similar, but not identical error message:
CMake Error at xxx/CMakeLists.txt:123 (install):
install Library TARGETS given no DESTINATION!
The fix in this case was to simply update CMake; from version 3.13.3 to 3.25.1 or really any newer version.
Note: I had originally posted my own question at CMake Error: install Library TARGETS given no DESTINATION but it was closed as a duplicate (although the error message was different), so I posted my own answer here.
I do not know if this would fix the TARGETS given no LIBRARY DESTINATION for shared library target
error.
The other answers all talk about modifying the CMake configuration files (i.e. CMakeLists.txt), so this answer is new - and easier.
Our fix was just to update, and leave the configuration alone. As the error was thrown from another open source project, this was by far the better fix, for us.