I've install cpprestsdk with vcpkg, and executed vcpkg.exe integrate install.
But when I #include <cpprestsdk/ws_client.h> in visual studio 2019, It has some link error.

Error | LNK2019 | unresolved external symbol "__declspec(dllimport) public: class Concurrency::task<class std::basic_string<char,struct std::char_traits<char>,class std::allocator<char> > > __cdecl web::websockets::client::websocket_incoming_message::extract_string(void)const " (__imp_?extract_string@websocket_incoming_message@client@websockets@web@@QEBA?AV?$task@V?$basic_string@DU?$char_traits@D@std@@V?$allocator@D@2@@std@@@Concurrency@@XZ) referenced in function "public: void __cdecl <lambda_d084fb8f680c72cb130d66a02d9b5b24>::operator()(class web::websockets::client::websocket_incoming_message)const " (??R<lambda_d084fb8f680c72cb130d66a02d9b5b24>@@QEBAXVwebsocket_incoming_message@client@websockets@web@@@Z)

Error | LNK2019 | unresolved external symbol "__declspec(dllimport) public: class Concurrency::task<class web::websockets::client::websocket_incoming_message> __cdecl web::websockets::client::details::websocket_client_task_impl::receive(void)" (__imp_?receive@websocket_client_task_impl@details@client@websockets@web@@QEAA?AV?$task@Vwebsocket_incoming_message@client@websockets@web@@@Concurrency@@XZ) referenced in function "public: class Concurrency::task<class web::websockets::client::websocket_incoming_message> __cdecl web::websockets::client::websocket_client::receive(void)" (?receive@websocket_client@client@websockets@web@@QEAA?AV?$task@Vwebsocket_incoming_message@client@websockets@web@@@Concurrency@@XZ)

Error | LNK2019 | unresolved external symbol "__declspec(dllimport) public: void __cdecl web::websockets::client::details::websocket_client_task_impl::close_pending_tasks_with_error(class web::websockets::client::websocket_exception const &)" (__imp_?close_pending_tasks_with_error@websocket_client_task_impl@details@client@websockets@web@@QEAAXAEBVwebsocket_exception@345@@Z) referenced in function __catch$??R<lambda_c8bcff768c1b7a6664919177f490ce2a>@@QEBAXV?$task@X@Concurrency@@@Z$0

Error | LNK2019 | unresolved external symbol "__declspec(dllimport) public: __cdecl web::websockets::client::details::websocket_client_task_impl::websocket_client_task_impl(class web::websockets::client::websocket_client_config)" (__imp_??0websocket_client_task_impl@details@client@websockets@web@@QEAA@Vwebsocket_client_config@234@@Z) referenced in function "void __cdecl std::_Construct_in_place<class web::websockets::client::details::websocket_client_task_impl,class web::websockets::client::websocket_client_config>(class web::websockets::client::details::websocket_client_task_impl &,class web::websockets::client::websocket_client_config &&)" (??$_Construct_in_place@Vwebsocket_client_task_impl@details@client@websockets@web@@Vwebsocket_client_config@345@@std@@YAXAEAVwebsocket_client_task_impl@details@client@websockets@web@@$$QEAVwebsocket_client_config@345@@Z)

Here is my sample codes:

#include
#include <cpprest/http_client.h>
#include <cpprest/ws_client.h>
using namespace web;
using namespace web::websockets::client;

int main(int argc, const char * argv[]) {
// insert code here...
websocket_client_config config;
config.headers().add(U("Sec-WebSocket-Protocol"), "protoo");
websocket_client client(config);
std::string body_str("hello");

     try
     {
         client.connect(U("wss://echo.websockets.org")).wait();
         auto receive_task = client.receive().then([body_str](websocket_incoming_message ret_msg) {

             auto ret_str = ret_msg.extract_string().get();

         });

         websocket_outgoing_message msg;
         msg.set_utf8_message(body_str);
         client.send(msg).wait();

         receive_task.wait();
         client.close().wait();
     }
     catch (const websocket_exception& e)
     {
       printf("%s", e.what());
         throw;
     }

return 0;
}