I want to use Boost.Thread library in a C++ software that I'm developing. Since I'm a complete newbie in C++, I would like to know if there are any differences between:
Option 1 seems so painful...
As far as I can tell, these are the default builds and not from patched or tweaked sources or anything.
If you take care to use the correct version of binaries for your application target and version of VC (including service packs) and link against the correct libraries (shared, static CRT, debug, etc.) you should be absolutely fine.
Also, since it seems that these packages don't contain Boost headers, you must take care to get and use the correct version of headers.
Concerning the "differences". Boost is a large and complex collection of libraries. For a software of that size, it has a quite simple and straightforward build process, but still, there are many options and customizations you can do when building Boost (e.g. you can build Boost.Iostreams with or without zlib and bzip2 support, build Boost.Regex with or without Unicode support, build Boost.Python against different versions of Python, and much more.) When you build Boost, you have control over these options.
The defaults work for most people, but some people may need certain customizations. You might want a specific version of a specific optional dependency, or a certain library built a certain way. For that, you probably will need to build Boost yourself and maintain the build throughout your project. This is not a scary task!
If you don't have any special requirements, then a generic build would most probably be fine for you.