I will be finishing the PocoData build portion this week. It is almost complete, as soon as I have it finished I will check in the updates. Currently I am focusing on some high priority items for Alex but this item is next on my list.
If you need it before I can address the problem you will need to modify $(POCO_BASE)/Makefile and add rules for the Data-(libexec|tests|samples) - you can use the other Poco component rules in the same Makefile as a template.
Internally we use a shell script to create a complete release, including global make files - the makefiles are created by the script. I can make these release scripts available.
Anyway, we need to find a better solution for this, as we'll have even more components in the future, and building/uploading/testing n download packages in 3 formats each (.tar.gz, .tar.bz2, .zip) is not fun.