The Windows installers located here worked perfectly for me. I took the following steps:
Follow the installation wizard until finished.
Run visual studio.
Create a new C++ project
Open project properties (can be found by right-clicking the project name in the solution explorer)
Under "C/C++ > General > Additional Include Directories" add the path where boost root directory. Default for my version was C:\local\boost_1_63_0. The number after "boost" is the version of boost.
In project properties, under "Linker > Additional Library Directories" add the directory for library files. Default for my version was C:\local\boost_1_63_0\lib64-msvc-14.0. The number after "lib" is related to the build target (32 bit or 64 bit in Visual Studio) and the number after "msvc" is related to the version of Visual Studio (14.0 is related to Visual Studio 2015, but I'm using it with the 2017 Visual Studio).