Yes, you have two options. Let's assume you the folder structure something similar to this. 
├── autopilot
            │   ├── _AutoPilot.cpp
            │   ├── _AutoPilot.h
            │   └── action
            │       ├── ActionBase.cpp
            │       ├── ActionBase.h
            │       ├── APcopter
            │       │   ├── APcopter_avoid.cpp
            │       │   ├── APcopter_avoid.h
If you are to use AUX_SOURCE_DIRECTORY you have to add CMakeLists.txt each one of sub directories. Then you have to include and link all those subdirectories. This is quite a difficult task. So you can you GLOB and do the job very easily. This is how it is done.
  file(GLOB autopilot_sources ./**.cpp ./**.c)
  SET( autopilot ${autopilot_sources})  
If you want to create a library using above source code this is the command: 
  ADD_LIBRARY ( autopilot  ${autopilot_sources})
  TARGET_LINK_LIBRARIES ( autopilot)  
If you want to create an executable file using above source code this is the command: 
 ADD_EXECUTABLE(autopilot ${autopilot_sources})