Lots of soldiers who served in the Anglo-Boer War also went on to serve in World War I. There is plenty of research material on the internet, most of which is well known: Medal Index Cards (Army), medal rolls (Royal Navy) and Silver War Badge (all on Ancestry), Service and Pension papers (FindmyPast and Ancestry) and RAF papers (FindmyPast).
Recent additions to add to the fund of knowledge are the medal rolls (Ancestry) and war diaries.
WW1 was the first war in which British forces were required to keep detailed records of their activities and submit the records to the War Office. Prior to 1914 any form of a day to day account of a unit’s activities only existed if someone, usually, an officer kept a diary and wrote it up afterwards into what we call a “regimental history”. An exception is the Royal Artillery who collected a "digest of service" from each battery - these are kept at the Library of the Royal Artillery. If you are researching a soldier from the Anglo-Boer War to WW1 you will probably find a wealth of detail in a WW1 war diary not so easily accessible for the Anglo-Boer War.
War Diaries are available from two sites on the internet; The National Archives and Naval and Military Archive. The best search engine for War Diaries on the Naval and Military Archive as you quickly zero in on the required time frame (if you are searching by date of death, wounding or capture), simply select the regiment name (or division, brigade) and select a year and month, quickly you get a list of pages with the place the page relates to and the days covered. This is great to quickly get an idea where the unit was on a certain date and whether it was in battle or not. You may need to cross reference these dates with additional information from sites such as The Long, Long Trail. Of course a page can cover any amount of time, less than a day (when describing a long battle) or multiple days (moving in and out of the line). But, the information displayed can be useful.
If you want to read the actual page, this where you need your credit card. Before you commit have a look at The National Archives. Their Discovery catalogue is not the best, but persevere. Each War Diary costs £3.30 to download. The War Diary from the Archives will cover a higher formation, say Brigade and include other battalions and a greater time span (months). Buying this could be more economical and useful that using Naval and Military.