I think it kind of depends on your platform. On linux apt-get (or RPM) for *-dev packages usually gets you what you need, and using something like pkg-config makes them a breeze to use in whatever build tools you have.
And even if one wants to use dependencies not available as a distro devel package (or as a fallback to missing distro devel package), things like meson and cmake make it relatively straightforward to use vendored dependencies.