Issue building CPU V3.5 on Windows

[Thormidable]

I've been trying to build Arrayfire on Windows.

Latest Version of CMake,
Visual studio 2015 x64.

I've grabbed version 3.5 of Arrayfire from github also the dependancies.

I've compiled CUDA successfully, but am having trouble with building CPU.
Here are the outputs of the console

"Running CPU CMake Configuration"
"Generating CMAKE"
-- Could NOT find PkgConfig (missing: PKG_CONFIG_EXECUTABLE)
-- Checking for [mkl_rt]
-- Checking for [Accelerate]
-- Checking for [vecLib]
-- Checking for [cblas - atlas]
-- Checking for [openblas]
-- Checking for [cblas]
-- Checking for [blas]
CMake Error at CMakeModules/FindCBLAS.cmake:346 (MESSAGE):
  CBLAS library not found.  Please specify library location
Call Stack (most recent call first):
  src/backend/cpu/CMakeLists.txt:4 (FIND_PACKAGE)


-- Configuring incomplete, errors occurred!
See also "C:/workspace/arrayfire/build/CMakeFiles/CMakeOutput.log".
See also "C:/workspace/arrayfire/build/CMakeFiles/CMakeError.log".
"Running msbuild"
Microsoft (R) Build Engine version 14.0.25420.1
Copyright (C) Microsoft Corporation. All rights reserved.

MSBUILD : error MSB1009: Project file does not exist.
Switch: ALL_BUILD.vcxproj
Microsoft (R) Build Engine version 14.0.25420.1
Copyright (C) Microsoft Corporation. All rights reserved.

MSBUILD : error MSB1009: Project file does not exist.

It seems that PkgConfig isn't working, but I'm not sure what I can do to sort it.
I've Got an implementation of OpenBLAS which I've put in the dependancies, but I can't work out why it can't find the library

Any suggestions?

Thank you,