Using Boost.Build you build the docs with either:
bjam release > mylibrary_html.log
To build the html docs or:
bjam pdf release > mylibrary_pdf.log
To build the pdf.
During the build process you should see AutoIndex emit a message in the log file such as:
Indexing 990 terms...
If you don't see that, or if it's indexing 0 terms then something is wrong!
Likewise when index generation is complete, AutoIndex will emit another message:
38 Index entries were created.
Again, if you see that 0 entries were created then something is wrong!
Examine the log file, and if the cause is not obvious, make sure that you
<auto-index-verbose>on and that any needed
!debug regular-expression directives are in your script