How to compile additional source files in cmake after the build process
I'm not familiar with Pro*C, but it looks like you're mixing together the two different versions of add_custom_command.
The first version add_custom_command(OUTPUT ...) is used to generate a file which is then added as a dependency of another CMake target. When that target is built, the custom command is executed first in order to generate the output file.
The second version add_custom_command(TARGET ...) is used to define a pre-build, pre-link or post-build command; one which does not necessarily create a file, but which executes in conjunction with building the associated target.
If you only have one target which depends on the output of Pro*C, then the first version is probably your best bet:
add_custom_command(OUTPUT ${PROJECT_SOURCE_DIR}/connection.c COMMAND ${PROC} iname=${PROJECT_SOURCE_DIR}/connection.proc SQLCHECK=SYNTAX MODE=ANSI IRECLEN=255 ORECLEN=255 ONAME=${PROJECT_SOURCE_DIR}/connection.c)add_executable(myproj ${PROJECT_SOURCE_DIR}/connection.c <other sources>)