VcPkg: On Windows, also install WinHTTP by default (#1294)

# Pull Request Checklist

Please leverage this checklist as a reminder to address commonly occurring feedback when submitting a pull request to make sure your PR can be reviewed quickly:

See the detailed list in the [contributing guide](https://github.com/Azure/azure-sdk-for-cpp/blob/master/CONTRIBUTING.md#pull-requests).

- [ ] [C++ Guidelines](https://azure.github.io/azure-sdk/cpp_introduction.html)
- [ ] Doxygen docs
- [ ] Unit tests
- [ ] No unwanted commits/changes
- [ ] Descriptive title/description
  - [ ] PR is single purpose
  - [ ] Related issue listed
- [ ] Comments in source
- [ ] No typos
- [ ] Update changelog
- [ ] Not work-in-progress
- [ ] External references or docs updated
- [ ] Self review of PR done
- [ ] Any breaking changes?

sdk/core/azure-core/vcpkg/CONTROL

@@ -5,9 +5,14 @@ Description: Microsoft Azure Core SDK for C++
   This library provides shared primitives, abstractions, and helpers for modern Azure SDK client libraries written in the C++.
 Homepage: https://github.com/Azure/azure-sdk-for-cpp/tree/master/sdk/core/azure-core
 Supports: !uwp
-Default-Features: curl
+Default-Features: http
+
+Feature: http
+Build-Depends: azure-core-cpp[core, curl], azure-core-cpp[core, curl, winhttp] (windows)
+Description: Build all HTTP transport implementations, depending on the platform
 
 Feature: curl
+Build-Depends: azure-core-cpp[core]
 Description: Build an HTTP transport implementation with LibCURL
 
 Feature: winhttp