Don't know the reason, when I used cmake 3.22.4 to compile proxyEstimator, the step3's cmd "-DCMAKE_TOOLCHAIN_FILE" always show error information. Finally, I find the problem is that "-DCMAKE_TOOLCHAIN_FILE" should be embraced with "". Use this cmd in Compiling/proxyEstmator/Step3 will be right.
mkdir build && cd build
cmake .. -A X64 "-DCMAKE_TOOLCHAIN_FILE=[vcpkg root]\scripts\buildsystems\vcpkg.cmake"
Tip: [vcpkg root] not a position really exist, but your disk positon of vcpkg downloaded, e.g. E:\vcpkg\scripts\buildsystems\vcpkg.cmake.