All the code in this library is inside namespace boost::math.
In order to use a distribution my_distribution you will need to include either the header <boost/math/my_distribution.hpp> or the "include all the distributions" header: <boost/math/distributions.hpp>.
For example, to use the Students-t distribution include either <boost/math/students_t.hpp> or <boost/math/distributions.hpp>
You also need to bring distribution names into scope, perhaps with a
using boost::math::normal; (recommended).
Some math function names are also used in namespace std so including <random> could cause ambiguity!