Yes, it is possible.
First you have to change your C++/CLI project to /clr (/clr:pure or /clr:safe won't work). This allows your project to run in mixed mode, i.e. to run both native C++ and managed code.
Read more on msdn.microsoft.com
Set up Boost.Test for Visual Studio (add the path to the .h of Boost, and add the .lib path in the linker ; you might have to compile Boost because in some cases it's not "header only") ; here is a good tutorial itee.uq.edu.au
That's it, you can write and compile your tests.
However, due to a bug in the compiling (linking, most likely) process of the C++/CLI code and Boost, I haven't been able to put the Boost tests in a different project ; so I had to put the unit tests within the code of the program itself (in seperate .cpp files though, which is an acceptable solution).