This is probably important to clarify in the Getting Started documentation. This is especially true because the headers still include the libboost* version by default in Visual Studio builds, and debug versions of those if you are building debug. None of these are built if you follow the steps in the Getting Started document. So, by default, following that doc won't get you a usable setup.
I've got ticket #1720 open on this issue. My description is clouded by the fact that I'm learning to use bjam / boost.build by trial and error in the process. For the next couple of years anyone doing commercial software on Windows is going to need 32- and 64-bit builds side-by-side. I will either provide updated "Getting Started on Windows" language or collaborate with anyone else working toward the same goal. But I think we need to get some better language onto the web site muy pronto. It's taken me a week and several round-trips through the list to get it mostly working, and it was all due to "beginner hostile" documentation.