Refer to Homebrew vcpkg installation guide here, vcpkg — Homebrew Formulae
Install vcpkg using brew:
$ brew install vcpkg
Clone vcpkg repository
Above formula provides only the vcpkg executable. To use vcpkg:
$ git clone https://github.com/microsoft/vcpkg "$HOME/vcpkg"
Set Environment Variable
Go into your .bashrc file or .zshrc file and add this line
$ export VCPKG_ROOT="$HOME/vcpkg"
You could also execute this line in your terminal, to get a shortlived environment variable available till your current session expires.
These steps worked for me. Hope this helps!