Sorry for the inconvenience!
Ass @didlybom correctly points out, the LAPACK dependency came about somewhat "recently" in version v0.4.4 and the -d:nolapack compilation flag was then added in v0.5.0 for the reason you encountered. Installing LAPACK on Windows can be a bit of a pain. In the Github Actions CI we use msys2 for Windows to install LAPACK:
https://github.com/Vindaar/ggplotnim/blob/master/.github/workflows/ci.yml#L71
I should have put that into the README under the Windows notes!
Now why do we end up with the LAPACK dependency in the first place? geom_smooth requires it. geom_smooth computes a Savitzky-Golay filter to smooth the input data using a polynomial fit, which is done using a linear least squares routine from arraymancer, which depends on LAPACK. I've been meaning to (at least optionally) provide an alternative implementation that uses pure Nim code for this (@c-blake already has code in his https://github.com/c-blake/fitl that would be useful).
And the reason this also happens when simply compiling a basic line plot is that the different geom_* are mapped to a variant object. That means which Geom is used is effectively decided at runtime, so there is no way to know that the LAPACK dependency might not be needed.
If you have further questions, feel free to just ping me on matrix/discord!