[mlpack] Windows Setup Question

[Don Guy]

Hello all -

I'm trying to setup mlPack on my Windows 10 machine for development. The
instructions seems to be pretty old. The mlPack version currently available
is mlpack-3.2.2.

The folder structure seems totally different in this version. For example,
there's no *packages* directory anywhere.

I have Visual Studio 2019 and would like to be able to do development in it.

Can someone share the latest instructions on setting up mlPack?
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