On linux I am using a command such as:
configure_file(dot_alpha_16.bmp test/dot_samples/dot_alpha_16.bmp COPYONLY)
to copy some unit test files
You have to specify the complete directory path. The following works on Windows and takes out-of-source builds into account too:
configure_file(${CMAKE_CURRENT_SOURCE_DIR}/dot_alpha_16.bmp ${CMAKE_CURRENT_BINARY_DIR}/test/dot_samples/dot_alpha_16.bmp COPYONLY)