You can use the command cmake --build . --target install --config Debug for installation.
CMake’s build tool mode supports further arguments that are of interest in this case.
You can select the target to build by --target option, the configuration to build by --config option, and pass arguments to the underlying build tool by means of the -- option. See the documentation (Build Tool Mode) for the build-tool-mode.
In CMake 3.15 and newer, you can use the simpler cmake --install command to Install a Project:
cmake --install . --config Debug
It additionally supports --prefix, --component and --strip.