I made a similar change to rust-openssl recently, and this change looks reasonable to me with two suggestions:

1. I'd only attempt using pkg-config with non-MSVC targets.

2. Add a CI target which cross-compiles from Linux on a mingw toolchain, and running the tests in Wine.

   Unfortunately Ubuntu doesn't have a pre-packaged mingw libcurl, so you'd need to build curl from source outside of this project, disable the auto-vendoring in build.rs (to ensure you're definitely using your "system libcurl"), and setup the pkg-config paths correctly for it.

With those changes, I think this PR should be good:

• when targeting Windows, curl-rust will continue to try using vcpkg first (so should have no effect if you use vcpkg); so this will only activate if vcpkg-rs can't find a matching package for the target.

• pkg-config-rs by default won't allow cross-compiles (and potentially mixing host and target .pc files) unless you set up certain pkg-config environment variables for cross-compilation, or you set PKG_CONFIG_ALLOW_CROSS=1 -- so it's effectively opt-in there.

• mingw has separate environments and prefixes for each build toolchain (eg: mingw64, clangw64, etc.) in an attempt to avoid cross-contamination.

The risk is if static-curl is disabled and try_pkgconfig somehow returned an invalid configuration (because of a misconfigured build environment), now it won't fall back to building a vendored curl from the git submodule. Setting the static-curl feature would work around this.