Select "Box" mode from the toolbar. Choose a layer from the layer panel in which to create a new box. Left click at the first point, move the mouse to the second point and finish the box by left-clicking at the second point. Press the ESC key to cancel the operation.
Hint: A box, once created, will remain a box. For example, it is not possible to delete one vertex of it, thus forming a triangle. This is only possible for polygons.