Download the latest boost library from http://www.boost.org/
In this short guide I'll walk you through the process to easily build boost for you to generate the header and library files for you to use in your C++ application.
Once you download the boost, extract it into a directory. Navigate into the extracted directory and issue the following commands. Make sure you have a C++ compiler available in your system (e.g: g++ in GNU/Linux). Look here (which is a generic post, however) to see how to install C/C++ compilers.
$ ./bootstrap.sh --prefix=path/to/installation/prefix $ ./b2 installDepending on your system tools, you may not have all the libraries built. For example, if you do not have python dev packages installed, boost python library won't build. But this won't stop building other libraries.
You are done!!! You should be able to find two directories inside the directory you specified in the PREFIX; namely includes and libs. These contain header files and .so (or .dll in Windows) shared library files to link in your C++ application.