The new Cmake build system is great! But users now need more documentation to build their programs. This is particularly true for visualization drivers. "geant4-config --libs" does not include the external libraries, so users have to guess what is needed. The old system handled this for users, but I had to just keep adding X11 libraries until the link succeeded. Even so, library ordering has thorns: the clue I needed to resolve a subtle failure in Open Inventor (non-widget child "dsm") was in a History file for a different viewer (!), and turned out to be an ordering issue between the Motif and X11 libraries (something I would never have guessed, since the link succeeded with the incorrect order I happened to generate).
Which platform/OS are you running on, and does your application use X11/Inventor etc (by which I mean your application has extra X11/Inventor code in addition to that in Geant4)? I only ask because I don't see this problem with shared libraries on Linux, building the basic examples at least. If you're doing a static build then this is related to Bugs #1203 and #1204. The intention is to add output of the required libraries for static builds at least, as per Bug #1203, plus Makefile examples as per Bug #1204. If more than that is required, let us know.
Marking as high priority for 9.6 release
I'm tentatively marking this as fixed - the documentation has been updated for 9.6 with more information, though your point of view may be different! Looking back at the original report, this may be more an issue with geant4-config itself than documentation. If you continue to see issues, please submit a new bug on that.