CMake: improve module/functions/macros documentation

[program--]

Example: #875 (comment)

• ngen_multiline_message, Doesn't describe its side effect of saving the messages into a variable.
• ngen_dependent_multiline_message
• FindUDUNITS2.cmake, Missing module documentation (i.e. output variables).
• ExternalSubdirectory.cmake:add_external_subdirectory, Doesn't describe why this should be used vs add_subdirectory.