Conan support is now in develop, this combined with some windows-spesific features means the current version of the engine can native build in windows/visual studio.
Conan caused a lot of problems, the targets that were included were non-standard which meant that the 'light-touch' approach essentially meant either supporting Conan exclusively and dropping native-package support (eg, rpm) or not supporting Conan. I'm not prepared to drop local-package support, so this isn't a suitable option.
In this case, not supporting Conan would be the preferred option. This, however, breaks windows builds completely.
Microsoft have a 'c++ package manager' called vspkg which allows most of the libraries we natively use to work on windows (like Conan but more Microsoft-y, and much closer to their native Linux/cmake targets). They aren't perfect 1:1 mappings with the versions available in the distros, and so there are a few cases where the includes are being gated by if MSVC checks.
This commitment to the upstream approach is unusual for a Microsoft project, but very welcome. I'll look at including a full dependency list and build instructions in our readme given this upstream-friendly approach.