If you are using Microsoft or Borland C++ and link to a dll version of the run time library, then you can choose to also link to a dll version of Boost.Regex by defining the symbol BOOST_REGEX_DYN_LINK when you compile your code. While these dll's are redistributable, there are no "standard" versions, so when installing on the users PC, you should place these in a directory private to your application, and not in the PC's directory path. Note that if you link to a static version of your run time library, then you will also link to a static version of Boost.Regex and no dll's will need to be distributed. The possible Boost.Regex dll and library names are computed according to the formula given in the getting started guide.
Note: you can disable automatic library selection by defining the symbol BOOST_REGEX_NO_LIB when compiling, this is useful if you want to build Boost.Regex yourself in your IDE, or if you need to debug Boost.Regex.