I am using KDevelop 4.6.0 on Ubuntu 14.04.
At one point I saw the output of my hello world program, but now I can build it, but not execute it. That is, if I press the Execute button I am presented with a Launch Configurations dialog which gives me a choice of either a Global configuration or a PlayingAround configuration (my project name). However, no matter which configuration is chosen, nothing happens. No error message, no output, nothing.
Click on that "Add New..." button at the left-top corner. This would allow you to create a launch for any targets created with add_executable
from CMake as well as arbitrary executable target.