Open the project in Visual Studoi or VS Code with CMake extension. Most of the dependencies will be installed before build using vcpkg.
You will need to compile PhysX manually first, modify the preset in physx/buildtools/presets/public/vc17win64.xml to enable PX_GENERATE_STATIC_LIBRARIES and disable NV_USE_STATIC_WINCRT. Then compile the install target in debug and release.