Make sure to follow full installation of vcpkg, per Official Quickstart execute the following in cmd or Powershell:
To open Powershell navigate to your desired directory and choose Open PowerShell window here (shift + right click).
If you prefer cmd (command prompt) click on your Start windows button or just use the windows key on your keyboard and search for cmd then navigate to your desired directory using cd e.g. you want to have your vcpkg folder on root of your C drive:
cd C:\
then you can safely proceed with configuring vcpkg (may require administrator elevation)