After install valgrind by "apt-get install valgrind", the error is gone.
The Error was
"Memory checker (MemoryCheckCommand) not set, or cannot find the specified program.
Errors while running CTest"
New result
Processing memory checking output:
1/1 MemCheck: cpp_test Defects: 1
MemCheck log files can be found here: (<#> corresponds to test number)
Memory checking results:
Memory Leak - 1
The detail log is logged
/build/Testing/Temporary# cat MemoryChecker.1.log
Showed detail leaking information
HEAP SUMMARY:
in use at exit: 8,000 bytes in 1 blocks
total heap usage: 2 allocs, 1 frees, 80,704 bytes allocated
you should start over from cmake .. , cmake --build . and ctest -T memcheck