Add vcpkg installation instructions

README.rst

@@ -181,6 +181,19 @@ system once you have manually cloned the repository::
 .. _nix package manager: https://nixos.org/nix
 .. _cmake: https://cmake.org/
 
+Installing immer using vcpkg
+-----------------------------
+
+You can download and install immer using the [vcpkg](https://github.com/Microsoft/vcpkg) dependency manager::
+
+    git clone https://github.com/Microsoft/vcpkg.git
+    cd vcpkg
+    ./bootstrap-vcpkg.sh
+    ./vcpkg integrate install
+    ./vcpkg install immer
+
+The immer port in vcpkg is kept up to date by Microsoft team members and community contributors. If the version is out of date, please [create an issue or pull request](https://github.com/Microsoft/vcpkg) on the vcpkg repository.
+
 Development
 -----------