use conan instead of vcpkg

[mtbarta]

vcpkg has been difficult to work with. We don't have the knowledge to encapsulate every dependency into it's port format.

And more importantly, we've been using vcpkg as a crutch for working with MKL. By switching to conan, it's been an opportunity to simplify package management and build instructions.

Conan allows us to run conan install for dependencies and conan build for building. We can use arguments to change the build type and what targets are built. This is overall nicer than the Makefile I've been using for different commands.