The Boost header files are installed in /usr/include/boost and the libraries in /usr/lib.
To compile and link with Boost add the Boost libraries you are using to the command as follows:
g++ pgm.cpp -lboost_whatever -o pgmReplace pgm.cpp with the name of the file containing your source code and pgm with the name of the executable to be created. Replace boost_whatever with the name of a Boost library you are using. For example, to use boost_filesystem, code -lboost_filesystem.