Before we talk about gravity, let's talk about a case where you can build a "box" to screen a force.

I bet you know that there is such a thing as electrical charge - some things are positively charged and some are negatively charged, and opposite charges attract while like-charges repel. It turns out you can build a "box" that screens electric charge, called a Faraday cage. A good example of this is in your microwave which is basically surrounded by a metal box that screens the effect of charge.

Why you need this is that charges are used to cook your food in a microwave and you don't want them cooking anything outside of your microwave. But the reason it works is that there are two kinds of charge. Negative charges attract other positive charges near them so that, far away, you don't see the negative charge but the combination of the negative charge and the positive surrounding charge.

It turns out that far enough away, these two cancel each other out and you don't detect any charge. Metal has a lot of easily movable charges in it, so metal boxes are a good way to screen charge. The details are a little more complicated than what I just said, but I think the basic idea is the same.

Now, it turns out that gravity only has one kind of "charge" because all matter attracts. So, as of right now, there is no known way to build anything to screen gravity. There are good (but complicated) reasons to think that we will not discover matter that repels other matter, but I don't know for sure if it is definitely impossible. So my guess is that you can't build a box to screen gravity. I hope that helps.