You do not need. \ part, this is a unix link that refers to a file in the same folder.
launch CMD.exe CD C:\BoostBuild\boost-build <press-enter> bootstrap <press-enter>
is the right way to do this from DOS / CMD.
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What you do is randomly connect commands, try the following:
<Run> CMD <press enter. <type> CD c:\boostbuild\boost-build <press enter> <type> bootstrap <press enter>
If this worked correctly, then after entering the second line above. the C: \ Users \ Furiosity \ prompt should be changed to C: \ BoostBuild \ bood-build
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