Install vcpkg Firstly

using powershell

git clone https://github.com/Microsoft/vcpkg.git
cd vcpkg
.\bootstrap-vcpkg.bat
.\vcpkg integrate install

Then we use command .\vcpkg install pkg_name to install packages, and use them in Visual Studio directly.

Install g2o

we need install g2o:x64-windows, because the dependency package openblas can only be built fro x64 currently(2019-8-2).

.\vcpkg install g2o:x64-windows

ok!