No, they don't. Boost is written in platform independent C++ that requires no external library (last time I used it. they may have added modules that do between then and now. someone else might be able to jump in here.) to be present, and the main strength of wxWidgets is that it compiles straight to the native format of the computer/operating system (if supported).
EDIT: I should add that, in the case of wxWidgets, it depends on how you compile it/the program that is using it. There are two options: first to compile to DLL, and second to compile for static linking uses. Both routes do not require wxWidgets to be installed on the user's computer, but if you compile to DLL you must appropriately include and link to it in your program. If you compile it and statically link it into your program there are no external dependencies (the resulting executable will be much larger as well).