I'm looking for where the most Kennedy history is to see, while in Boston and area.
And what are the costs to see them?

Is there any thing to see at Martha Vineyard, on the Kennedy's ?

thanks in advance

Two places that come most to mind are the Kennedy Library and Museum (Dorchester - a part of Boston) Accessible on public transportation and boyhood home in Brookline - a small house open for self-guided tours.

The so-called Kennedy Compound is in Hyannis on the Cape proper, not on the Vineyard. I seem to recall driving past it once many years ago - the only thing I remember is a very nice (and tall) fence. The only "Kennedy" site on MV that I'm aware of is the Dike Bridge to Chappaquiddick where Mary Jo Kopeckne died, but that may not be the sort of thing you're looking for (I've been there as well - there's really nothing to see).

Agree with JFK library, by IM Pei
http://www.jfklibrary.org/

His birthplace is a house in Brookline. Looks like it is closed for the winter season.
http://www.nps.gov/jofi/

You can see more of the Kennedy Compound by taking the Hyannis Harbor boat tour from the Ocean Street docks in Hyannis.

Furhther down Ocean Street is the Kennedy Memorial a beautiful setting on a hill overlooking Lewis Bay.

On Main Street in Hyannis is the Kennedy Museum.

The Kennedy Memorial is free.