qtcreator can only build all not each single targets for cmake projects

Since QtCreator 4.0.0, on Projects pane, go to build steps -> Details and select your target. You can also use the "--target" command line option with cmake.

Update:

Since QtCreator 4.3.0 with CMake 3.7.2 or greater the list of targets is on the project view, so you can just right click and build.

With QtCreator 4.0+ it is is possible, see rboc's answer below.

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Old answer

I believe this is currently essentially impossible. I say "essentially" because if you wanted to, you could make a custom build configuration for each target you want to create, manually specifying the target as an argument in the command for that configuration. Then, to build that target, simply select that configuration and build. This is an extremely hacky workaround, but unfortunately I think it's the only viable option at the moment. A better solution might be to create a separate project for each target.