With regards to boost, It is mainly just a bunch of include files -> once the files are on your hard drive, include them in your code & that is it. The files are in a zip file, so just unpack them into /usr/include/boost or the equivalent folder on Windows.
There are a few specific things which require binaries, but they are easy to compile yourself.
In regards to languages used for AI programming, I'm using a combination of scala and Jython to create a neural net based chat bot, though jython mostly for the front end of the chat bot and some tools for analyzing the neural net / data being fed to the net.
edit: haven't worked on it for some time though... I think I'll get back on that. To the ScalaDocs!!