In order to get the Gettext tools like msgfmt, msgmerge, xgettext for Windows you have basically several options:

Download the package from CppCMS project (where the Boost.Locale was developed originally)
Download the a set of packages from MinGW project
Build it on your own
Use Cygwin's packages

Getting gettext utilities from CppCMS project

Boost.Locale was developed for needs of CppCMS project and thus CppCMS hosts a convince package for Windows users of pre-build, statically liked gettext runtime utilities like xgettext, msgfmt, etc.

So you can download a zip file gettext-tools-static-XXX.zip from a CppCMS downloads page under boost_locale/gettext_for_windows.

Extract the file and use the executable files inside.

Getting Gettext via MinGW project

MinGW project provides GNU tools for Windows, including GNU compilers and various runtime utilities. Thus you can always install full MinGW distribution including gettext tools. However, if you a want minimalistic runtime version that allows you to extract messages and create catalogs you need to download several packages manually.

In order to install Gettext via MinGW distributing you need to download, a GCC's runtime, iconv library and gettext itself.

So visit a downloads page of MinGW project and download following files (chose the latest versions of each package):

From: MinGW/BaseSystem/GCC/Version4/gcc-xxx/
File: libgcc-xxx-mingw32-dll-1.tar.lzma
From MinGW/Gettext/gettext-yyy/
Files: gettext-yyy-mingw32-dev.tar.lzma, libgettextpo-yyy-mingw32-dll-0.tar.lzma, libintl-yyy-mingw32-dll-8.tar.lzma
From MinGW/libiconv/libiconv-zzz/
Files: libiconv-zzz-mingw32-dll-2.tar.lzma, libcharset-zzz-mingw32-dll-1.tar.lzma

For example, at June 23, 2011 it was:

GNU Runtime: libgcc-4.5.2-1-mingw32-dll-1.tar.lzma
iconv: libiconv-1.13.1-1-mingw32-dll-2.tar.lzma and libcharset-1.13.1-1-mingw32-dll-1.tar.lzma
gettext: libintl-0.17-1-mingw32-dll-8.tar.lzma, libgettextpo-0.17-1-mingw32-dll-0.tar.lzma and gettext-0.17-1-mingw32-dev.tar.lzma.

After you download the packages, extract all the files to the same directory using tools like 7zip and you'll get all the executables and dll's you need under bin subdirectory.

Note: the version on MinGW site is slightly outdated (0.17.1) while gettext provides currently 0.18.1.

Building latest version on your own.

You can build your own version of GNU Gettext using MinGW environment, you'll need to have up-to-date gcc compiler and the shell, you'll need to install iconv first and then build a gettext with it.

Basic and simplest way would be to open a MinGW shell

Build iconv:

cd libiconv-SOMEVERSION
./configure --prefix=c:/mygettext --disable-shared
make
make install
cd ..
cd gettext-SOMEVERSION
./configure --prefix=c:/mygettext --disable-shared --with-libiconv-prefix=c:/mygettext
make
make install

And now you have in c:\mygettext\bin all appropriate executable files to use.

Using Cygwin

If you already have Cygwin - just use gettext tools provided with it.