There are a few different ways to install Boost.Extension and Boost.Reflection.
I've provided a download, to the left here, that includes both Boost.Extension, Boost.Reflection, and all Boost libraries needed for the examples and tests.
But, if you have Boost installed, you don't need all the other libraries, so feel free to just copy the boost/extension or boost/reflection directories to your Boost tree instead.
If you want to always stay up to date with the latest changes, you can also get the libraries directly from the Boost Sandbox using Subversion:
svn co http://svn.boost.org/svn/boost/sandbox/boost/reflection
svn co http://svn.boost.org/svn/boost/sandbox/boost/extension
Let me know if you have problems installing or compiling on any system.
Also, as a note, the libraries themselves are header-only.