To build Boost libraries, you need a command line : MSBuild Command Prompt for VS2015.
First you must build Boost.Build using booststrap.bat.
Then you need to run : bjam toolset=msvc-14.0 variant=debug,release threading=multi link=shared
The result is:
The Boost C++ Libraries were successfully built!
The following directory should be added to compiler include paths:
The following directory should be added to linker library paths: