The CMake module directory is part of the install tree of CMake itself, and as such you shouldn't be trying to add anything there.
The CMake module directory contains modules which have been written or at least reviewed by Kitware, and adding your own there would give the impression to users of your project that this was the case for your project also.
You'd be better to just install FindMyLib.cmake to one of the places searched by find_package
:
<prefix>/ (Windows)
<prefix>/(cmake|CMake)/ (Windows)
<prefix>/<name>*/ (Windows)
<prefix>/<name>*/(cmake|CMake)/ (Windows)
<prefix>/(lib/<arch>|lib|share)/cmake/<name>*/ (Unix)
<prefix>/(lib/<arch>|lib|share)/<name>*/ (Unix)
<prefix>/(lib/<arch>|lib|share)/<name>*/(cmake|CMake)/ (Unix)
<prefix>/<name>.framework/Resources/ (Apple)
<prefix>/<name>.framework/Resources/CMake/ (Apple)
<prefix>/<name>.framework/Versions/*/Resources/ (Apple)
<prefix>/<name>.framework/Versions/*/Resources/CMake/ (Apple)
<prefix>/<name>.app/Contents/Resources/ (Apple)
<prefix>/<name>.app/Contents/Resources/CMake/ (Apple)
See the documentation for find_package
for the full details of how find_package
searches. Also the CMake packaging tutorial is useful in this case.