I finally found help on this link:
https://cmake.org/pipermail/cmake/2008-June/022461.html
The location of Qt4 dlls can be found using the variable ${QT_QMAKE_EXECUTABLE}
I used the following code to copy my dlls based on the above link:
SET (QTLIBLIST QtCore QtGui)
if (${CMAKE_HOST_UNIX})
FOREACH(qtlib ${QTLIBLIST})
string (TOUPPER ${qtlib} upper_qtlib)
INSTALL(FILES ${QT_${upper_qtlib}_LIBRARY_DEBUG} DESTINATION ./bin/debug CONFIGURATIONS Debug)
INSTALL(FILES ${QT_${upper_qtlib}_LIBRARY_RELEASE} DESTINATION ./bin CONFIGURATIONS Release)
ENDFOREACH (qtlib)
else()
GET_FILENAME_COMPONENT(QT_DLL_PATH_tmp ${QT_QMAKE_EXECUTABLE} PATH)
FOREACH(qtlib ${QTLIBLIST})
INSTALL(FILES ${QT_DLL_PATH_tmp}/${qtlib}d4.dll DESTINATION .//bin/debug CONFIGURATIONS Debug)
INSTALL(FILES ${QT_DLL_PATH_tmp}/${qtlib}4.dll DESTINATION ./bin CONFIGURATIONS Release)
ENDFOREACH (qtlib)
endif()