Not sure if you mean a Broody box as in a sitting box for a broody hen to sit a clutch of eggs or a brooder box as in somewhere to raise chicks under a heat bulb?
Although it is good to have purpose built housing/pens for these purposes it certainly isnt essential. For Broody hens to sit comfortably and effectively, very often a cardboard box is more than adequate, I use house bricks set at a right angle in one corner of the box to create a nest area, then place a layer of shavings in the bottom, and create the nest itself with soft straw or Hay. I Place dummy eggs in the nest and place the broody on them and leave her shut on the nest in the closed box overnight for her to settle-Hopefully!! Once she has settled to the task of sitting, I then cut a Door at the end of the box opposite the nest, that I can open to allow her access to food, water and for her to relieve herself in the run or hutch. Once she has completed her task and has hatched her brood, I then burn the box and with it the risk of any potential parasite infestation.
Brooder boxes for Chicks, can be built of Ply wood, a simple drawer-like construction with a fitted wood and wire lid, and a heat bulb suspended over it to provide warmth. Alternatively I have seen plastic Indoor Rabbit/Guinea-Pig cages utilised in the same way, and a bulb attached to the cage bars overhead. Any container as long as it is big enough, heat resistant and can allow good air-circulation can be used as a brooder box. I have even used a cardboard box with a Forty Watt red light bulb inserted through a hole cut into the side of it in an emergency!