Take a look at add_definitions, which will add your definitions to your compiler command line, e.g. -D with gcc, or /D with MSVC. Try something like:
add_definitions( -DBOOST_FILESYSTEM_VERSION=2 )
In your case, I would definitely go with the add_definition method, but an alternative may to take a look at configure_file. Then you can create a header-file template, which will be filled with cmake-values and include this in your source files. This can be useful if you have many, many configurable parameters which are determined by CMake.