[Boost-users] problem building asio on Windows

I tried to build boost in Windows using bjam and I made it without any error (I just compiled the thread library). the problem came when I included asio.hpp I think that's because not all thread libraries were installed (just 6 files were installed) when I did the same in Debian I got just 4 files and also had errors with asio, but when I installed this way: ./configure --with-libraries=thread sudo make install instead of bjam, I got 10 files and asio worked perfectly. I'm not sure but if I need the 10 files as I guess I think that I'm not be able of using asio on Windows, but this is a contradiction because asio like boost is a multi-platform set of libraries. I'm very confused and I'll be very grateful if you try to help me.