"Indicate that this target should be added to the default build target so that
it will be run every time."
https://cmake.org/cmake/help/latest/command/add_custom_target.html

Index: doc/CMakeLists.txt
--- doc/CMakeLists.txt.orig
+++ doc/CMakeLists.txt
@@ -75,7 +75,7 @@ add_custom_target(doc_latex ${SPHINX_EXECUTABLE}
                   COMMENT "Building LaTeX sources for documentation with Sphinx")
 add_dependencies(doc_latex open62541)
 
-add_custom_target(doc_pdf ${PDFLATEX_COMPILER} -interaction=batchmode "open62541.tex"
+add_custom_target(doc_pdf ALL ${PDFLATEX_COMPILER} -interaction=batchmode "open62541.tex"
                   WORKING_DIRECTORY ${DOC_LATEX_DIR}
                   # compile it twice so that the contents pages are correct
                   COMMAND ${PDFLATEX_COMPILER} -interaction=batchmode "open62541.tex"