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In all probability it would mean that they in fact stole a box full of jewels, though the word order could be improved. It's more likely that the house had enough jewels to fill a box than that it was full of jewels or one of his many houses and identified by the contents. I was answering your second question. Logic here, steers me to think the jewels were in the box.
Does that sentence have a misplaced modifier and should be written like this instead?
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"They stole a box full of jewels from Jeff's house." (this one may sound like "jewels from Jeff's house" but that still makes sense, right?)
full of jewels 
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