I've installed the two packages freetype and harfbuzz which Freetype module needs.

CMakeLists.txt in Freetype module wrotes:

if(PKG_CONFIG_FOUND)
  pkg_search_module(FREETYPE freetype2)
  pkg_search_module(HARFBUZZ harfbuzz)
endif()

It won't find freetype and harfbuzz since pkg_config doesn't exist in Windows. If I change the code to what vcpkg indicated:

find_package(Freetype REQUIRED)
find_package(harfbuzz CONFIG REQUIRED)

it does find freetype, but harfbuzz is still missing.