I did try with the factory approach but I was only able to
gain access to one of the plugin.

I have build a single shared library called MultiplePlugins
that contains two plugins SourcePlugin and SinkPlugin
but I have not found a way to iterate the individual
factory method

8<------8<------8<------8<------8<------8<------8<------8<------

================
AbstractPlugin.h
================
#pragma once

#include <boost/format.hpp>
#include <boost/shared_ptr.hpp>
#include <iostream>

class AbstractPlugin {
public:
AbstractPlugin() {};
virtual ~AbstractPlugin() {};
virtual void compute() = 0;
protected:
std::string _name;
};

typedef boost::shared_ptr<AbstractPlugin> PluginSharedPtr;

============
SinkPlugin.h
============
#include "AbstractPlugin.h"

class SinkPlugin : public AbstractPlugin
{
public:
    SinkPlugin();
    virtual ~SinkPlugin();
    virtual void compute();
    // Factory method
    static PluginSharedPtr create();
};

==============
SourcePlugin.h
==============
#include "AbstractPlugin.h"

class SourcePlugin : public AbstractPlugin
{
public:
    SourcePlugin();
    virtual ~SourcePlugin();
    virtual void compute();
    // Factory method
    static PluginSharedPtr create();
};

==============
SinkPlugin.cpp
==============
#include "SinkPlugin.h"
#include "boost/dll/alias.hpp"

SinkPlugin::SinkPlugin()
{
    _name = "SinkPlugin";
}

SinkPlugin::~SinkPlugin()
{
}

void SinkPlugin::compute()
{
    std::cout << boost::format("Plugin name is '%1%'") % _name << std::endl;
}

PluginSharedPtr SinkPlugin::create()
{
    return boost::shared_ptr<SinkPlugin>(new SinkPlugin());
}

BOOST_DLL_ALIAS(SinkPlugin::create, create_plugin)

================
SourcePlugin.cpp
================
#include "SourcePlugin.h"
#include "boost/dll/alias.hpp"

SourcePlugin::SourcePlugin()
{
    _name = "SourcePlugin";
}

SourcePlugin::~SourcePlugin()
{
}

void SourcePlugin::compute()
{
    std::cout << boost::format("Plugin name is '%1%'") % _name << std::endl;
}

// Factory method
PluginSharedPtr SourcePlugin::create()
{
    return boost::shared_ptr<SourcePlugin>(new SourcePlugin());
}

BOOST_DLL_ALIAS(SourcePlugin::create, create_plugin)

========
main.cpp
========
#include "SinkPlugin.h"
#include "SourcePlugin.h"
#include <boost/filesystem.hpp>
#include <boost/function.hpp>
#include <boost/dll/import.hpp>

int main()
{
    std::cout << "Boost DLL testing ..." << std::endl;

    /* Load the plugin from current working path
     */
    boost::filesystem::path pluginPath = boost::filesystem::current_path() / boost::filesystem::path("MultiplePlugins");
    std::cout << "Load Plugin from " << pluginPath << std::endl;

    typedef PluginSharedPtr(PluginCreate)();
    boost::function <PluginCreate> pluginCreator;
    try
    {
        pluginCreator = boost::dll::import_alias<PluginCreate>(pluginPath,
            "create_plugin", boost::dll::load_mode::append_decorations);
    }
    catch (const boost::system::system_error &err)
    {
        std::cerr << "Cannot load Plugin from " << pluginPath << std::endl;
        std::cerr << err.what() << std::endl;
        return -1;
    }

    /* create the plugin */
    auto plugin = pluginCreator();
    plugin->compute();
    return 0;
}

==============
CMakeLists.txt
==============
add_library ( MultiplePlugins SHARED
  SinkPlugin.cpp
  SourcePlugin.cpp
  )

add_executable ( load_plugins
  main.cpp
  )

target_link_libraries ( load_plugins
  ${Boost_LIBRARIES}
  ${CMAKE_DL_LIBS}
  )