Added instructions for compiling boost-python on windows.

dlib/add_python_module

@@ -37,6 +37,30 @@ else()
     FIND_PACKAGE(Boost 1.41.0 COMPONENTS python REQUIRED)
     FIND_PACKAGE(PythonLibs 2.6 REQUIRED)
 endif()
+if (NOT Boost_FOUND AND WIN32)
+    message(" Set the BOOST_ROOT and BOOST_LIBRARYDIR environment variables before running cmake. ")
+    message(" E.g.  Something like this: ")
+    message("    set BOOST_ROOT=C:\\local\\boost_1_57_0 " )
+    message("    set BOOST_LIBRARYDIR=C:\\local\\boost_1_57_0\\stage\\lib")
+    message("")
+    message(" You will also likely need to compile boost yourself rather than using one of the precompiled ")
+    message(" windows binaries.  Do this by going to the folder tools\\build\\ within boost and running ")
+    message(" bootstrap.bat.  Then run the command: ")
+    message("    b2 install")
+    message(" And then add the output bin folder to your PATH.  Usually this is the C:\\boost-build-engine\\bin")
+    message(" folder. Finally, go to the boost root and run a command like this:")
+    message("    b2 --with-python address-model=64 toolset=msvc --build-type=complete")
+    message(" And set the BOOST_LIBRARYDIR equal to wherever it puts the compiled libraries.")
+    message(" Note that you will need to set the address-model based on if you want a 32 or 64bit python library.")
+    message(" Similarly, when you invoke cmake you may have to use cmake's -G option to set the 64 vs. 32bit mode")
+    message(" of visual studio.  Also, if you want a Python3 library will also need to add -DPYTHON3=1.  You do ")
+    message(" this with a statement like: ")
+    message("    cmake -G \"Visual Studio 12 2013 Win64\" -DPYTHON3=1 ..\\..\\tools\\python")
+    message(" Rather than:")
+    message("    cmake ..\\..\\tools\\python")
+    message(" Which will build a 32bit Python2 module by default on most systems.")
+    message("")
+endif()
 
 if (WIN32 AND NOT Boost_LIBRARIES)
     message(FATAL_ERROR "We couldn't find the right version of boost python.  If you installed boost and you are still "