If multiple ExternalData_Target_Add calls generate the same output file
then we need to avoid calling add_custom_command multiple times with
that output.  This was already done within a single target by setting a
variable in the local function scope.  This will not be visible in other
calls though so we need to use a directory property instead to prevent
adding a custom command multiple times for one output in a directory.

Normally it is not safe to have multiple custom commands that produce
the same output file across multiple independent targets, but since we
use atomic replacement of outputs the resulting races should not be a
problem.  For the convenience of projects, tolerate this instead of
diagnosing it.  In particular, we previously allowed up to two copies
of the custom command in one directory because CMake has a fallback
from MAIN_DEPENDENCY to an `<output>.rule` file.

While at it, add a note to the documentation that typically only one
external data target should be needed for a project.

Reported-by: David Manthey <david.manthey@kitware.com>