ARROW-11340 enables the use of vcpkg to install Arrow C++ build dependencies, but we should consider making this more straightforward by adding a CMake option ARROW_DEPENDENCY_SOURCE=VCPKG.
[C++] Add vcpkg.json manifest to cpp project root
[C++] Test, fix, and document debug builds with vcpkg packages
[C++][Doc] Improve Developing on Windows docs
GitHub Pull Request #9553