This is summary of compilation instructions for Boost.Test components. Many of the Boost.Test component by default are supplied in a form of external libraries. For all non-Windows platforms there is an option to create both shared or static libraries from each component sources, while for Windows only static libraries are supported for now. Library supplies Jamfiles that could be used build and test all components for all supported configurations and compilers. For more detailed information on how to use Jamfiles and other Boost Build system related questions see here.
Follow component's link to see a specific component instructions: