$ sudo apt-get install libboost-all-dev

When you do that you need to link the library with -l, the available libraries are:

• boost_system
• boost_timer
• boost_thread

#include <boost/bind.hpp>
#include <boost/asio.hpp>
#include <boost/shared_ptr.hpp>
#include <boost/enable_shared_from_this.hpp>
 
using namespace boost::asio;
using namespace boost::posix_time;
 
io_service service;
 
void handle_connections() {
    char buff[1024];
    ip::udp::socket sock(service, ip::udp::endpoint(ip::udp::v4(), 8001));
    while ( true) {
        ip::udp::endpoint sender_ep;
        int bytes = sock.receive_from(buffer(buff), sender_ep);
        std::string msg(buff, bytes);
        std::cout << "Received: " << msg << std::endl;
        sock.send_to(buffer(msg), sender_ep);
    }
}
 
int main(int argc, char* argv[]) {
    handle_connections();
}

#include <boost/thread.hpp>
#include <boost/bind.hpp>
#include <boost/asio.hpp>
#include <boost/shared_ptr.hpp>
#include <boost/enable_shared_from_this.hpp>
 
using namespace boost::asio;
 
io_service service;
 
ip::udp::endpoint ep( ip::address::from_string("127.0.0.1"), 8001);
 
void sync_echo(std::string msg) {
    ip::udp::socket sock(service, ip::udp::endpoint(ip::udp::v4(), 0) );
    sock.send_to(buffer(msg), ep);
    char buff[1024];
    ip::udp::endpoint sender_ep;
    int bytes = sock.receive_from(buffer(buff), sender_ep);
    std::string copy(buff, bytes);
    std::cout << "server echoed our " << msg << ": "
                << (copy == msg ? "OK" : "FAIL") << std::endl;
    sock.close();
}
 
int main(int argc, char* argv[]) {
    // connect several clients
    char* messages[] = { "John says hi", "so does James", "Lucy just got home", 0 };
    boost::thread_group threads;
    for ( char ** message = messages; *message; ++message) {
        threads.create_thread( boost::bind(sync_echo, *message));
        boost::this_thread::sleep( boost::posix_time::millisec(100));
    }
    threads.join_all();
}