D'oh actually add the Jamfiles

Jamroot

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+project : default-build <threading>multi <warnings>on <variant>release ;
+path-constant TOP : . ;
+
+lib z ;
+
+install dist : src//shefLMStore : <location>dist <dll-path>$(TOP)/dist <install-dependencies>on <install-type>EXE <install-type>LIB  ;
+

src/Jamfile

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+lib boost_serialization ;
+lib boost_iostreams ;
+
+lib sheflm : [ glob *.cpp : main.cpp ] cmph_0_9//cmph boost_serialization boost_iostreams ;
+exe shefLMStore : main.cpp sheflm ;