It seems CMake defaults to generating an XCode project on Mac. CMake generated freeglut.xcodeproj along with all supporting files.
You are better off running cmake from an empty directory, so you can see what it actually does when it is run.
To generate a makefile (and create a build directory), do
mkdir -p cmake-build && cd cmake-build
cmake .. -G"Unix Makefiles"
Then it should generate a Makefile.
