[CMake] Development Workflow with CMake and VS2017

[R0b0t1]

Hello list,

I apologize if this is slightly offtopic, but I have not yet found a
good way to manage dependencies on Windows. On Linux the dependencies
can be installed system wide, but on Windows this is typically not the
case.

I did see some CMake scripts that would download and install things
recursively, but I am not sure (badly) recreating a package manager is
a good idea. But is it the best way for now? What alternatives are
there?

As a usecase, imagine I just want to make a simple program that uses
e.g. FreeType2. I would also like to know of options where there is
either not a CMake build script, or when the library must be compiled
with MinGW.

It seems to me I should just stick to Cygwin or MSYS2.

Cheers,
    R0b0t1