C and C++ dev on Windows is a pain on the ass.
On my GNU/Linux, I can use pkgconfig to get the lib dependences, and cmake could grab the deps very well. On Windows, I end doing ugly things to get the dependencies working...
In my case I needed libapr, and as far as I can tell there is no installer for it, so I wound up just saying "drop a compiled copy of libapr into this location in the source tree" into the build instructions since I did not want to redistribute it with my source.
So yes, I dearly wish for something like a working pkgconfig on Windows.
I would argue that it is a good thing to not rely on /usr/lib or /usr/include even on Unix. It is a pain for when a dev who is jumping on the team specially when the dependencies are not documented. The make-dependency error-install-make cycle is very annoying.