Call CMake with -DCMAKE_TOOLCHAIN_FILE=[path to vcpkg]/scripts/buildsystems/vcpkg.cmake
Add optional features by listing them with -DVCPKG_MANIFEST_FEATURES=feature1;feature2
See vcpkg.json for available features.
Note, however, that under MinGW you'll need to specify the vcpkg triplet:
-DVCPKG_TARGET_TRIPLET=x64-mingw-[static|dynamic] # choose either `static` or `dynamic`.
-DVCPKG_HOST_TRIPLET=x64-mingw-[static|dynamic] # <-- needed only if MSVC cannot be found.
Source: threepp.