Boost.python module provides a easy way of blinding c/c++ codes into Python. However, most tutorials assume that bjam is used to compile this module. I was wondering if I do not compile this module can I still use this module? What I mean "do not compile this module" is  including all the source files of Boost.python in my current project. I did it for other modules from Boost. For example, the Boost.filesystem module, when I use this module, I just include all the files from this module and compile them with the codes I have written. Thanks.
Yes, absolutely, it's a library like any other.
I always use it with CMake, but anything will do. You need to

Add to include paths the location of the boost headers.
Add to include paths the location of python headers (usually installed with Python, location depends on OS)
Link with the appropriate boost.python library (e.g. in my case it's boost_python-vc120-mt-1_58.lib or boost_python-vc120-mt-gd-1_58.lib, again depends on version/os/toolkit)
Can I compile boost.python module without bjam?