How do I draw a box in GIMP?

Use the rectangle selection box, and under the Edit menu, hit Stroke Selection. Select your options from there, and hit "Stroke" to apply the stroke.

Select Filters > Render > Gfig... From there you can draw boxes and other shapes boxes in various styles.

Use the box select tool, then Select >> Border This selects around your current selection's outline (dotted animated line), at a distance of however many pixels you enter in the dialog box on either side of original line. i.e. if you use 5 for Border's input value, you will have a 10 px wide border selected. Then fill it in with paint bucket. You now have a box. Or... fill a layer with any colour, pattern, gradient, image etc., and use the selection to create a black box in a white layer mask using the same selection. Select all on layer mask, and gaussian blur a bit. That will give you a blurred border, using whatever image is on the layer. Everything that is black on the layer mask will be transparent to the layer below. Using this image as the main layer, I created a thick blurred border, but started with a circle selection instead of a square. I also did a border select on the original border select (after filling in layer mask) to blur the edges of my new border, and not the whole border.

Original:

New Border

Example using black layer instead of image, and rounded corners.

@Aeo answer is not clear enough:

1. First use the Rectangle Selection to draw your rectangle/box
2. Only then, go under the Edit menu, and hit Stroke Selection.