Here you can see how KDevelop is able to give you context sensitive CMake documentation right inside the editor. Just hover a CMake macro or variable, and the tooltip will be shown. Alternatively place the text cursor in the identifier and press ALT to make the tooltip visible.

This shot shows how KDevelop can run make and display its contents nicely formatted. Pressing on a build error will open the responsible file at the correct position. There are also shortcuts available to jump from one error/warning to the next (F4 and Shift + F4 by default).