I think the generated executable needs to be in a variable:

add_custom_target(MyGeneratedTarget
    COMMAND what ever it takes
    DEPENDS some/file
    VERBATIM)
set(MyGeneratedFile ${CMAKE_CURRENT_BINARY_DIR}/this/path)

add_custom_command(OUTPUT generated files
    DEPENDS MyGeneratedTarget
    COMMAND ${MyGeneratedFile})

add_library(MyLib OBJECT)
target_sources(MyLib PRIVATE generated files)