Only the standard library is shipped with your compiler, other libraries you have to download separately, like you did with SDL.
For Boost you just have to download it from its official site, place it somewhere on the disk (it's good if you are using the same directory for all libraries so it's easier to find them) and add it to the "Additional Include Directories" in Visual Studio, just like you did with SDL. Since it's mostly a header-only library, there is nothing to link so you don't have to add anything to "Additional Library Directories".
You can also read the Getting Started Guide, but there isn't much more you need to know than what I just said.
I haven't watched the latest, so I don't know if you're back on vim or in VS, but if you're open to dealing with different editors, I'd recommend looking into Sublime Text 2. The regex find/replace gives immediate feedback, and you have a quick access through the history to all the replacements you've done. Also, with the find/replace in files, you can do inclusive or exclusive filtering on files fairly easily.
It's not quite automatable (if that's even a word), but it's made my life in refactoring much easier.
You can see it in action a bit at http://www.sublimetext.com/, specifically the 6th "demo".
(oh, and there's a pretty solid vim mode)
/u/escheriv said everything on topic, so I will just add one hint. Your code is going to expand more and more and it will be getting harder for you to post it and for us to read it. I recommend putting it, for example, on http://gist.github.com - it makes it much easier to read the files, mostly thanks to syntax highlighting. And it's just as easy for you, you just copy and paste the text, name the file and click "Add another file".