Depending on how you've run bjam, the full path to filesystem.hpp will be like "DriveLetter:\Path\To\SomethingWithBoostInIt\include\boost_1_35\boost\filesystem.hpp". In this case, add "DriveLetter:\Path\To\SomethingWithBoostInIt\include\boost_1_35" in the list of directories in the Compiler tab of the Search Directories tab of your project's Build options.
Also depending on how you've run bjam, the full path to libboost_filesystem-1_35.a will be like "DriveLetter:\Path\To\SomethingWithBoostInIt\MaybeLib\libboost_filesystem-1_35.a". In this case, add "DriveLetter:\Path\To\SomethingWithBoostInIt\MaybeLib" in the list of directories in the Linker tab of the Search Directories tab of your project's Build options.
Then, add "boost_filesystem-1_35" to the list of libraries to link in the Linker tab of your project's Build options.
Obviously, you'll have to do a smidge of creative thinking in order to figure out exactly what paths to use. The name of the library file might even be wrong. This is because A) I'm not at a computer with Boost installed, and B) if you can't figure it out, then there are some basic programming concepts you need to learn first.