Add messages for skipped tests in make check

Make 'make check' print a message if unit tests and/or regression tests
are not run, and instruct the user how to change that.

While at it, clean up the test CMake setup slightly. Move some target
definitions into a different file or a different place to make the CMake
code easier to follow, and remove an unnecessary test for CMake version
now that we require 2.8.8.

It is difficult to produce such a message in 'make test', so hopefully
the higher-level message is sufficient.

Change-Id: I8283c88ffab1d797676ba83880690d465ac195ff