We have three flavors of Windows: native, MinGW and Cygwin. The two last have established package managers. Native does not. I think. Or have many partial. IDK. Matt can probably elaborate. Native Windows is a mess.
Although I set up most of the Windows build jobs originally because I was the only maintainer with a Windows machine, I know almost nothing about Windows and extremely little about package managers in general. The separate Windows dependencies repo was inherited from an earlier maintainer, but I introduced vcpkg to update it because it seemed like a good idea at the time. 
. Maybe it was. Maybe it wasn’t. It’s used by native Windows only and unrelated to MinGW/MSYS2/pacman.
Ideally (maybe?) we should use Docker also for Windows. I tried that six years ago to no avail.