Opam on windows: `opam install cairo2` fails with `"pkg-config": command not found`

I’m trying Opam on windows following these instructions.

I got a switch set up with a compiler successfully built. But when building packages, I’m now stuck on installing conf-cairo. The blog mentions similar-looking issues with depexts but I am just not familiar enough with the ecosystem to make sense of the explanation. Am I doing something dumb? Is there a standard fix for this kind of error?

Log of opam install cairo2:

The following actions will be performed:
=== install 2 packages
  ∗ cairo2     0.6.4
  ∗ conf-cairo 1     [required by cairo2]

Proceed with ∗ 2 installations? [y/n] y

<><> Processing actions <><><><><><><><><><><><><><><><><><><><><><><><><><>  🐫
⬇ retrieved cairo2.0.6.4  (cached)

#=== ERROR while compiling conf-cairo.1 =======================================#
"pkg-config": command not found.


<><> Error report <><><><><><><><><><><><><><><><><><><><><><><><><><><><><>  🐫
┌─ The following actions failed
│ λ build conf-cairo 1
└─
╶─ No changes have been performed

List of packages that have been installed so far:

# Packages matching: installed
# Name                    # Installed # Synopsis
arch-x86_64               1           Build OCaml for amd64 (64-bit)
base-bigarray             base
base-domains              base
base-nnp                  base        Naked pointers prohibited in the OCaml heap
base-threads              base
base-unix                 base
camlp-streams             5.0.1       The Stream and Genlex libraries for use with Camlp4 and Camlp5
conf-autoconf             0.1         Virtual package relying on autoconf installation
conf-gmp                  4           Virtual package relying on a GMP lib system installation
conf-mingw-w64-gcc-x86_64 1           Virtual package for GCC on x86_64 mingw-w64 (64-bit x86_64)
conf-pkg-config           3           Check if pkg-config is installed and create an opam switch local pkgconfig folder
conf-which                1           Virtual package relying on which
csexp                     1.5.2       Parsing and printing of S-expressions in Canonical form
dune                      3.15.3      Fast, portable, and opinionated build system
dune-configurator         3.15.3      Helper library for gathering system configuration
flexdll                   0.43        FlexDLL Sources
host-arch-x86_64          1           OCaml on amd64 (64-bit)
host-system-mingw         1           OCaml for mingw-w64
menhir                    20231231    An LR(1) parser generator
menhirCST                 20231231    Runtime support library for parsers generated by Menhir
menhirLib                 20231231    Runtime support library for parsers generated by Menhir
menhirSdk                 20231231    Compile-time library for auxiliary tools related to Menhir
mingw-w64-shims           0.1.0       Configuration for the mingw-w64 Cygwin packages in opam
ocaml                     5.2.0       The OCaml compiler (virtual package)
ocaml-base-compiler       5.2.0       Official release 5.2.0
ocaml-config              3           OCaml Switch Configuration
ocaml-env-mingw64         1           GCC mingw-w64 OCaml Runtime Dependency (64-bit)
ocaml-options-vanilla     1           Ensure that OCaml is compiled with no special options enabled
ocamlfind                 1.9.5       A library manager for OCaml
system-mingw              1           Build OCaml for mingw-w64