The following command builds boost using VCPKG.
vcpkg install boost:x64-windows boost:x64-windows
This command builds all of Boost. Specifically it builds the following packages: boost-accumulators, boost-algorithm, boost-align, boost-any, boost-array, boost-asio, boost-assert, boost-assign, boost-atomic, boost-beast, boost-bimap, boost-bind, boost-callable-traits, boost-chrono, boost-circular-buffer, boost-compatibility, boost-compute, boost-concept-check, boost-config, boost-container, boost-container-hash, boost-context (!uwp), boost-contract (!arm), boost-conversion, boost-convert, boost-core, boost-coroutine (!uwp), boost-coroutine2, boost-crc, boost-date-time, boost-detail, boost-disjoint-sets, boost-dll, boost-dynamic-bitset, boost-endian, boost-exception, boost-fiber (windows), boost-filesystem (!uwp), boost-flyweight, boost-foreach, boost-format, boost-function, boost-functional, boost-function-types, boost-fusion, boost-geometry, boost-gil, boost-graph, boost-graph-parallel, boost-hana, boost-heap, boost-histogram, boost-hof, boost-icl, boost-integer, boost-interprocess, boost-intrusive, boost-io, boost-iostreams (!uwp), boost-iterator, boost-lambda, boost-lexical-cast, boost-locale (!uwp), boost-local-function, boost-lockfree, boost-log (!uwp), boost-logic, boost-math, boost-metaparse, boost-move, boost-mp11, boost-mpl, boost-msm, boost-multiprecision, boost-multi-array, boost-multi-index, boost-numeric-conversion, boost-interval, boost-odeint, boost-ublas, boost-safe-numerics, boost-optional, boost-outcome, boost-parameter, boost-parameter-python (windows), boost-phoenix, boost-polygon, boost-poly-collection, boost-pool, boost-predef, boost-preprocessor, boost-process, boost-program-options, boost-property-map, boost-property-tree, boost-proto, boost-ptr-container, boost-python (windows), boost-qvm, boost-random, boost-range, boost-ratio, boost-rational, boost-regex, boost-numeric-conversion, boost-interval, boost-odeint, boost-ublas, boost-safe-numerics, boost-scope-exit, boost-serialization, boost-signals2, boost-smart-ptr, boost-sort, boost-spirit, boost-stacktrace (!uwp), boost-statechart, boost-static-assert, boost-system, boost-test (!uwp), boost-thread, boost-throw-exception, boost-timer, boost-tokenizer, boost-tti, boost-tuple, boost-typeof, boost-type-erasure (!arm), boost-type-index, boost-type-traits, boost-units, boost-unordered, boost-utility, boost-uuid, boost-variant, boost-variant2, boost-vmd, boost-wave (!uwp), boost-winapi, boost-xpressive, and boost-yap.
The problem is that this command does not build Boost with ICU support.
The "vcpkg search" command contains the following entries that are relevant.
boost 1.71.0 Peer-reviewed portable C++ source libraries
boost-locale 1.71.0 Boost locale module
boost-locale[icu] ICU backend for Boost.Locale
boost-regex 1.71.0 Boost regex module
boost-regex[icu] ICU backend for Boost.Regex
The following does not work since it generates errors.
vcpkg install boost[icu]:x64-windows boost[icu]:x64-windows
The following builds with ICU support but it does not build all of Boost.
vcpkg install boost-locale[icu]:x64-windows boost-locale[icu]:x64-windows boost-regex[icu]:x64-windows boost-regex[icu]:x64-windows
Building boost-locale builds the following components: boost-locale, boost-assert, boost-build, boost-config, boost-function, boost-integer, boost-iterator, boost-modular-build-helper, boost-smart-ptr, boost-static-assert, boost-system, boost-thread, boost-type-traits, boost-unordered, and boost-vcpkg-helpers.
Building boost-regex builds the following components: boost-regex, boost-assert, boost-build, boost-compatibility, boost-concept-check, boost-config, boost-container-hash, boost-core, boost-detail, boost-integer, boost-iterator, boost-modular-build-helper, boost-mpl, boost-predef, boost-smart-ptr, boost-static-assert, boost-throw-exception, boost-type-traits, boost-utility, and boost-vcpkg-helpers.
Both boost-locale and boost-regex leave out components such as boost-accumulators.
Installing boost first and then installing boost-locale and boost-regex causes some sort of do you want to rebuild message.
There should be just one command to build all of Boost with ICU support without rebuild nonsense.
It turns out that it is possible to build all of Boost while using ICU for those components that support the ICU feature, as follows.
./vcpkg install boost-locale[icu] boost-regex[icu] boost --triplet x64-windows --recurse
Source: How do I build boost with ICU support without having to build most components of boost twice?