Packages are stored right on nuget.org, so you don’t have to do anything special to setup the repo.
In Visual Studio 2015+ right-click on project name in solution navigator panel and select Manage NuGet Packages…, install packages from there.
For v142 tools the library may come in 4 flavours of linking to a runtime library. In that case, when using v142 tools (VS2019 or above) one needs to set also the runtime library in project master settings:
project properties (right click on project and select properties) → Project Master Settings → C/C++ Settings → Runtime Library.
The value can be one of Multi-threaded, Multi-threaded Debug, Multi-threaded DLL, Multi-threaded Debug DLL. Set the same value is in your project properties → C/C++ → Code Generation → Runtime Library.
If Project Master Settings/C/C++ Settings/Runtime Library is not set you will get linking errors when building your project.