I think you can simply drop boost into your game project directory (preferably in a sub-directory called boost) and you should be able to start using it after that.
May I ask what exactly you intend to use from boost, UE4 may already provide the facilities you’re looking for.
You can’t modify the project file directly; after adding new code, you must regenerate your game project file. (Right click on the uproject and Generate Project Files.