proxsuite: cmake error when building on windows

I am trying to use proxsuite via cmake ‘FetchContent’ command. But something wrong.

[cmake] fatal: not a git repository (or any of the parent directories): .git
[cmake] -- Could NOT find PkgConfig (missing: PKG_CONFIG_EXECUTABLE) 
[cmake] -- CMAKE_SYSTEM_PROCESSOR: AMD64
[cmake] CMake Error at build/_deps/proxsuite-src/cmake-module/logging.cmake:118 (file):
[cmake]   file failed to open for writing (Invalid argument):
[cmake] 
[cmake]     E:/mycode/proxqp/## ---------------- ##
[cmake] 
[cmake] Call Stack (most recent call first):
[cmake]   build/_deps/proxsuite-src/cmake-module/base.cmake:323 (logging_finalize)
[cmake]   build/_deps/proxsuite-src/cmake-module/base.cmake:207 (setup_project_finalize)
[cmake]   CMakeLists.txt:2147483647 (SETUP_PROJECT_FINALIZE_HOOK)
[cmake] 
[cmake] 
[cmake] -- Configuring incomplete, errors occurred!

This is my CMakeLists.txt

cmake_minimum_required(VERSION 3.14)

project(proxqp_test)

include(FetchContent)
set(FETCHCONTENT_UPDATES_DISCONNECTED ON)

FetchContent_Declare(
    simde
    GIT_REPOSITORY https://github.com/simd-everywhere/simde.git
    GIT_TAG v0.7.2
    GIT_SHALLOW    TRUE
)
FetchContent_MakeAvailable(simde)
set(Simde_INCLUDE_DIR ${simde_SOURCE_DIR}/simde)

set(DISABLE_TESTS ON)
set(BUILD_TESTING OFF)
FetchContent_Declare(
    proxsuite
    GIT_REPOSITORY https://github.com/Simple-Robotics/proxsuite.git
    GIT_TAG v0.2.15
)
FetchContent_MakeAvailable(proxsuite)

Please help me figure it out. Thanks.