[C++-sig] where does bjam look for header files

Hi Guys,

I'm trying to get Boost Python working for a work project.  I followed the
steps detailed here:
http://stackoverflow.com/questions/20093331/cant-run-bjam-to-compile-boost-python-tutorial

When I issued the bjam command in
the boost_1_63_0\libs\python\example\tutorial directory,
I get the following error:

hello.cpp(7) : fatal error C1083: Cannot open include file:
'boost/python/module.hpp': No such file or directory

Where does bjam look for c++ headers?

Thank you for your help in advance!

Thanks,
B