./eosio_build.sh # no sudo for build
I had similar problems with WSL 16.04.
Using the 18.04 image brought up better results.
Note that I finally did not manage to stabilize the eos-tests on WSL, and switched to a VirtualBox 18.04.
WSL is currently unsupported by the team.
Used Thomas5577's instructions but created an opt directory in /usr/ and then a boost directory within opt. Then I installed the boost library, but I changed the bootstrap setup command to ./bootstrap.sh --prefix=/usr/opt/boost, and the eosio build worked.
You will probably be better off installing boot manually. That is what I had to do https://www.boost.org/:
Install the required packages
sudo apt-get update
sudo apt-get install build-essential g++ python-dev autotools-dev libicu-dev build-essential libbz2-dev
Install the Boost libraries
wget -O boost.tar.gz https://dl.bintray.com/boostorg/release/1.67....