Add vcpkg installation instructions
diff --git a/doc/install.md b/doc/install.md
index ddc1a10..bbec93d 100644
--- a/doc/install.md
+++ b/doc/install.md
@@ -12,3 +12,15 @@
 ```
 
 These files are copied into `/usr/local/include/xbyak`.
+
+# Building xbyak - Using vcpkg
+
+You can download and install xbyak 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 xbyak
+
+The xbyak 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 If the version is out of date, please [create an issue or pull request](https://github.com/Microsoft/vcpkg) on the vcpkg repository.