But even with cmake there's no standard place for third-party libraries to be installed on Windows. There's no /usr/lib and /usr/include analogue. So if I'm writing software that uses a third-party library I either have to bundle it into my source tree or hope there's an installer for it, burn the default installation location into the build system, and hope the user compiling my code has not overridden the default location. (I know some installers like Qt will make a system environment variable to say where their libraries are, but that's not particularly nice if everything did that.)
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.