The library consists of include files only, hence there is no installation procedure. The boost include directory must be on the include path. There are a number of include files that give different functionality:
lambda/lambda.hpp defines lambda expressions for different C++ operators, see Section 5.2.
lambda/bind.hpp defines bind functions for up to 9 arguments, see Section 5.3.
lambda/if.hpp defines lambda function equivalents for if statements and the conditional operator, see Section 5.6 (includes lambda.hpp).
lambda/loops.hpp defines lambda function equivalent for looping constructs, see Section 5.6.
lambda/switch.hpp defines lambda function equivalent for the switch statement, see Section 5.6.
lambda/construct.hpp provides tools for writing lambda expressions with constructor, destructor, new and delete invocations, see Section 5.8 (includes lambda.hpp).
lambda/casts.hpp provides lambda versions of different casts, as well as sizeof and typeid, see Section 5.10.1.
lambda/exceptions.hpp gives tools for throwing and catching exceptions within lambda functions, Section 5.7 (includes lambda.hpp).
lambda/algorithm.hpp and lambda/numeric.hpp (cf. standard algortihm and numeric headers) allow nested STL algorithm invocations, see Section 5.11.
All definitions are placed in the namespace boost::lambda and its subnamespaces.