Many boost libraries are fully implemented in header files. Boost. Thread is not.
It seems that it is not linking in the boost thread library. Check your linker search paths. Or, as the Stargazer712's comment on the OP says, check the installation.
You should see something like libboost_thread-gcc-xxx-1_nn. O in your lib directory. If so, try referencing it explicitly in your link step (something like -L -lboost-thread-gcc-xx-1_nn ).
If not, then you apparently don't have a complete installation.
Compile with mt tag i. E -lboost_thread-mt.
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