I don't think modules are going to help with packaging. But vcpkg is getting pretty good, with C++'s ecosystem being the way it is. There is no one way, and it seems to allow for a multitude of build systems. I've been using it with it's newer manifest mode and mostly don't need to leave it these days.
There isn't an ensmallen package yet, but I wouldn't imagine it will take long and I guess it'll be a 20-30 line package.