A minimal CMake project showing the deployment of KDAlgorithms can be found in the Example subdirectory. What it basically shows is that you need to add something along these lines to your CMakeLists.txt file:
add_subdirectory(3rdparty/kdalgorithms)
target_link_libraries(Example kdalgorithms)
Where you replace Example with whatever your build target is called.
Then in your sources, you simply #include <kdalgorithms.h>
That's all.