If something works out of the box, you don't have to set it up or change the settings, etc. You'll see it used with computers and gadgets- you can literally take them out of the box (unpack them) and start using them.
:up: Sometimes This usage is abbreviated to OOTB. Don't confuse this with 'thinking outside the box' (thinking iconoclastically/laterally/creatively/along non-traditional lines).
A product can be sold "out of the box". It is unwrapped. (Literal)
Salesmen sometimes use the term to explain that the buyer does not have to do anything. (This is rarely used and confusing, maybe intentionally.)
"It works out of the box"
"It's an out of the box experience" meaning that everything has been done for you.
"Thinking outside the box" means to have a creative and original idea.