I was successful with generating CMakeLists.txt from UnrealBuildTarget.exe. I had to replace all '' in file names to '/' now, I get an error:
"Cannot load settings from file '....MyProject.idea\misc.xml' Error on line 1: Content is not allowed in prolog. Please correct the file for content.
Here is the content of that file. It looks fine to me.
<file path="$PROJECT_DIR$/Engine/Binaries" />
<file path="$PROJECT_DIR$/Engine/Build" />
<file path="$PROJECT_DIR$/Engine/Content" />
<file path="$PROJECT_DIR$/Engine/DerivedDataCache" />
<file path="$PROJECT_DIR$/Engine/Documentation" />
<file path="$PROJECT_DIR$/Engine/Extras" />
<file path="$PROJECT_DIR$/Engine/Intermediate" />
<file path="$PROJECT_DIR$/Engine/Programs" />
<file path="$PROJECT_DIR$/Engine/Saved" />
</excludeRoots>
</component>