THRIFT-4811: Add CMake config file and targets. (see #4752) (#1748)

* Add CMake config file and targets. (see #4752)
* Exclude cygwin

Co-Authored-By: soroshsabz <soorosh_abi@hotmail.com>
diff --git a/CMakeLists.txt b/CMakeLists.txt
index c77a601..1880b79 100644
--- a/CMakeLists.txt
+++ b/CMakeLists.txt
@@ -53,6 +53,9 @@
 # Generate the config.h file
 include(ConfigureChecks)
 
+# Generate the ThriftConfig.cmake module
+include(GenerateConfigModule)
+
 # Packaging
 include(CPackConfig)