But for example the "Boost" functions would be very unlikely to (commonly) use Windows.h.
It is more likely that Boost consists (as CornedBee suggests) of lots of template "meta-programming" along with a large number of small C++ source files that are compiled.
For the best benefit of precompiled headers, all source files should include one "most headerfiles included in one header" file, e.g. all.h - that way, there's one all.h.pch that is being re-used many times. This is of course the opposite of isolating and reducing the set of includes to a minimum.