Since you use vcpkg, you have to install additional “extension” libraries (they are just SDL2_Mixer with more files support). All SDL2_mixer-related vcpkg packages are:
sdl2-mixer:x64-windows 2.0.4-9 Multi-channel audio mixer library for SDL.
sdl2-mixer[dynamic-load]:x64-windows Load plugins with dynamic call
sdl2-mixer[libflac]:x64-windows Support for FLAC audio format.
sdl2-mixer[libmodplug]:x64-windows Support for MOD audio format.
sdl2-mixer[libvorbis]:x64-windows Support for OGG Vorbis audio format.
sdl2-mixer[mpg123]:x64-windows Support for MP3 audio format.
sdl2-mixer[opusfile]:x64-windows Support for Opus audio format.
Just install the ones you need, then try to build your code. It worked for me.