The hdf5 vcpkg provides hdf5::hdf5 library target and not HDF5::HDF5 what HighFive expects: https://github.com/highfive-devs/highfive/blob/main/CMakeLists.txt#L114
With library aliasing the problem can be fixed, but it would be more convenient if HighFive would use the lower case library name, which does not require this workaround.