CMakeLists.txt

cmake_minimum_required(VERSION 3.5)
project(foo_proj)

set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++14")
set(SOURCE_FILES main.cpp)

add_custom_command(
        OUTPUT bar.h
        COMMAND echo \#define bar 10 > bar.h
        DEPENDS main.cpp
)

add_executable(foo_proj ${SOURCE_FILES} bar.h)

main.cpp

#include <iostream>
#include "bar.h"
// Also tried `#include <bar.h>`

int main() {
    std::cout << bar << std::endl;
}