Add vcpkg installation instructions

INSTALL.md

@@ -10,6 +10,18 @@ following command:
 
     sudo apt-get install libgflags-dev
 
+Compiling the source code with vcpkg
+=========================
+
+You can download and install gflags 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 gflags
+
+The gflags 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 If the version is out of date, please [create an issue or pull request](https://github.com/Microsoft/vcpkg) on the vcpkg repository.
 
 Compiling the source code with CMake
 =========================