seems there are some issues with connecting to BOX via Power Query, the BOX support team does not appear to be interested in making this work.
Here is the most detailed post (from the BOX community site), that I was able to find. There are a couple of suggested work-arounds listed here (including one that shares your data as public, so be aware)
The PowerBI community has also been trying to figure this out, here is a post from the PBI forum:
I wanted to highlight another possible approach I’ve been using with great success. For sources like box.com that don’t have strong connection capabilities with Power BI, I’ve been using a data pipeline company called Dataddo.com. They have a slew of connectors they’ve already built that will flow your data directly into Power BI. For services they don’t currently have a connector for, they will build it for you custom at no additional charge, and you just pay monthly for the use of that service.
They are very service-oriented, the product is easy to use and I think it is reasonably priced. Definitely worth checking out IMO if you’re not able to get to a solution that works satisfactorily based on the information @Heather provided above.