You may modify the CMakeLists.txt
Here an example :
cmake_minimum_required(VERSION 3.3)
project(test_build)
set(CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} -std=c++11")
set(BUILD_1 main)
set(SOURCE_FILES_1 main.cc) //where main.cc is your first main/program
add_executable(${BUILD_1} ${SOURCE_FILES_1})
set(BUILD_2 main_2)
set(SOURCE_FILES_2 main_2.cc) //where main_2.cc is your second main/program
add_executable(${BUILD_2} ${SOURCE_FILES_2})
Or use a test (garbage version) :
add_executable(foo bar.cc)
After that you can choose the build you want in CLion