This is really not difficult. Brian gave you one example, but you could imagine many more.
It is quite obvious that in order to achieve the "box" as given, white needs to capture 10 black pieces.
Out of the 16 black pieces, all but the black king can help in achieving the box by letting themselves being captured.
The black a and h pawns don't seem at first all that useful as white wants to capture towards the center, however they could still help if they first capture white pieces then sacrificing themselves on say the b,c or f,g files.
A more interesting question could be: On which part of the board can you achieve such a box?
Trying to answer my own question (I label the box by its central square).
- box on h-file not possible because of border
- box on g-file not possible (too many captures necessary)
- box on f-file (I count 14 captures, so possible)
- box on e-file possible, see example by Brian
- files a-d don't need to be considered separately because of symmetry (a is the same as h, b the same as g, etc)
So in summary, it should be possible to create such box for white on the squares: c5, c6, d4, d5, d6, e4, e5, e6, f5, f6. Similarly for black on the mirrored squares: c3, c4, d3, d4, d5, e3, e4, e5, f3, f4.