Further improve build cache by saving packages (#1634)

* Further improve build cache by saving packages

* Fix indentation

appveyor.yml

@@ -5,7 +5,9 @@ configuration:
 platform: x64
 shallow_clone: true
 clone_folder: C:\vowpal_wabbit
-cache: c:\tools\vcpkg\installed\
+cache:
+  - c:\tools\vcpkg\installed\
+  - vowpalwabbit\packages -> **\packages.config
 # need to install nuget packages before Visual Studio starts to make ANTLR targets available.
 build_script:
 # Temporary workaround: https://github.com/Microsoft/vcpkg/issues/4189#issuecomment-417462822