Mentioned new mswin tasks related with vcpkg

doc/windows.md

@@ -125,9 +125,12 @@ make
 
 5.  Run `nmake`
 
-6.  Run `nmake check`
+6.  Run `nmake prepare-vcpkg` if you need to copy
+    vcpkg installed libraries like `libssl-3-x64.dll` to the build directory.
 
-7.  Run `nmake install`
+7.  Run `nmake check`
+
+8.  Run `nmake install`
 
 ### Build examples
 
@@ -211,6 +214,18 @@ You can build ruby in any directory including the source directory,
 except `win32` directory in the source directory.
 This is restriction originating in the path search method of `NMAKE`.
 
+### Dependency management
+
+Ruby uses [vcpkg](https://vcpkg.io/) to manage dependencies on mswin platform.
+
+You can update and install it under the build directory like:
+
+```
+nmake update-vcpkg # Update baseline version of vcpkg
+nmake install-vcpkg # Install vcpkg from build directory
+```
+
+
 ## Icons
 
 Any icon files(`*.ico`) in the build directory, directories specified with