Document vcpkg toolchain configuration

[lalitb]

Fixes #874

Changes

Documenting the

• steps to configure the externally installed vcpkg toolchain for build.
• usage of internally configured vcpkg toolchain for windows build.

For significant contributions please make sure you have completed the following items:

• CHANGELOG.md updated for non-trivial changes
• Unit tests have been added
• Changes in public API reviewed

[codecov]

Codecov Report

Merging #913 (9e3082d) into main (40d2eb5) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##             main     #913   +/-   ##
=======================================
  Coverage   95.44%   95.44%           
=======================================
  Files         158      158           
  Lines        6749     6749           
=======================================
  Hits         6441     6441           
  Misses        308      308           

[reyang]

LGTM.