CMP0040: Clarify policy warning to match documentation

In commit v3.5.0-rc1~8^2~2 (Help: Clarify policy `CMP0040`
documentation, 2016-01-28) the documentation was clarified to indicate
that the target must be defined in the current directory.  Do the same
for the text of the policy warning itself.

Fixes: #17399

Help/policy/CMP0040.rst

@@ -2,7 +2,7 @@ CMP0040
 -------
 
 The target in the ``TARGET`` signature of :command:`add_custom_command`
-must exist and must be defined in current directory.
+must exist and must be defined in the current directory.
 
 CMake 2.8.12 and lower silently ignored a custom command created with
 the ``TARGET`` signature of :command:`add_custom_command`

Source/cmPolicies.h

@@ -126,7 +126,7 @@ class cmMakefile;
          3, 0, 0, cmPolicies::WARN)                                           \
   SELECT(POLICY, CMP0040,                                                     \
          "The target in the TARGET signature of add_custom_command() must "   \
-         "exist.",                                                            \
+         "exist and must be defined in the current directory.",               \
          3, 0, 0, cmPolicies::WARN)                                           \
   SELECT(POLICY, CMP0041,                                                     \
          "Error on relative include with generator expression.", 3, 0, 0,     \

Tests/RunCMake/CMP0040/CMP0040-WARN-missing-target-stderr.txt

@@ -1,8 +1,8 @@
 CMake Warning \(dev\) at CMP0040-WARN-missing-target.cmake:2 \(add_custom_command\):
   Policy CMP0040 is not set: The target in the TARGET signature of
-  add_custom_command\(\) must exist.  Run "cmake --help-policy CMP0040" for
-  policy details.  Use the cmake_policy command to set the policy and
-  suppress this warning.
+  add_custom_command\(\) must exist and must be defined in the current
+  directory.  Run "cmake --help-policy CMP0040" for policy details.  Use the
+  cmake_policy command to set the policy and suppress this warning.
 +
   No TARGET 'foobar' has been created in this directory.
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