I don't know what else you really need than what's in the later tutorial. I've done everything I need to in just that way. Not sure I understand your description either.
One thing that you might be asking for is the ability to have more than one .cpp file in your test program. That's as simple as only defining BOOST_TEST_MODULE in one of those .cpp files. We have a "driver.cpp" file in all our test programs that just defines that and includes the unit test header. All the rest of the .cpp files (scoped by module or concept) only include the unit test header, they do not define that variable.
If you want to both be able to compile them together and compile them separately then you could use your own -D variable to define BOOST_TEST_MODULE or not.
If you're looking for a way to run a bunch of test programs in one single run and get a report then you could look at the automake method of doing tests or, better yet, the CMake method (CTest). Pretty sure you can use CTest from your own makefile if you insist.
