I believe the majority of the Boost libraries are implemented in the actual header files only, as previous posters mentioned. As was also mentioned, compiled implementation code will be included as separate library files when separate from the header files.
You mentioned being new to C++, so I think it's worth mentioning that this type of library distribution is not particular to Boost. Other third party libraries and APIs you use will likely be structured in the same way; you will find packages of header files and library files only, with no .c, .cxx, .cpp, etc files. This is done for a number of reasons, including to hide the implementation of the library functionality, and to allow shared libraries to be loaded into memory once each.
This article might help clarify things for you:
http://www.learncpp.com/cpp-tutorial/a1-static-and-dynamic-libraries/