Confusion about using vendored Python installation for embedding in C++ project

I installed Python3 with vcpkg into the directory of my C++ project where I’m trying to integrate Python scripting. I link it to my project using the following in my CMakeLists.txt:

if (WIN32)
    set(Python3_DIR ${CMAKE_CURRENT_SOURCE_DIR}/vcpkg/installed/x64-windows/share/python3)
endif()
find_package(Python3 COMPONENTS Development REQUIRED)
target_link_libraries(${PROJECT_NAME} PRIVATE Python3::Python)

This is the exact same way I link all other libraries from vcpkg. For example, the following works for linking SDL2:

if (WIN32)
    set(SDL2_DIR ${CMAKE_CURRENT_SOURCE_DIR}/vcpkg/installed/x64-windows-static/share/sdl2)
endif()
find_package(SDL2 CONFIG REQUIRED)
target_link_libraries(${PROJECT_NAME}
    PRIVATE
    $<TARGET_NAME_IF_EXISTS:SDL2::SDL2main>
    $<IF:$<TARGET_EXISTS:SDL2::SDL2>,SDL2::SDL2,SDL2::SDL2-static>
)

Yet, CMake is unable to find my Python installation. I believe this is because the directory I specified for SDL2_DIR contains a SDL2Config.cmake, yet the corresponding directory for Python doesn’t contain a Python3Config.cmake. Every other package I’ve installed with vcpkg contained a similar CMake config file here, so I’m unsure how to link this properly without this file.