[Feature request] Conan recipe to build C++ client and publication to conan-center

[Conan.io](https://conan.io/) is a popular C++ package manager. It would be very handy to have a conan recipe to build the C++ client. It would make it easy to build even on Windows, even with MSVC.
Ultimately, you could pre-build conan packages for various platforms and compilers and publish them to [conan-center](https://bintray.com/conan/conan-center) so that it's easy to include the client lib in a conan-enabled project.

Start by reviewing the repository's C++ build setup and Conan's recipe requirements. Determine the package metadata, platform and compiler combinations, and conan-center publication process needed for the client. Done means a Conan recipe builds the C++ client, including on Windows with MSVC, and the package is ready for publication to conan-center.

Written by the indexing model from the issue text.