Sarah Baker says:

Hi Jennifer! Classical conditioning is the pairing of two stimulus. So click, then treat, is classically conditioning that a click means a treat is coming. Low pressure, then thunder, low pressure starts to take on the fear associated with thunder. The leash means a walk, leash becomes exciting. If you want to pair two things, present the new thing (like a click) THEN present the second thing, in this case a treat.

I use different things for boxes. Cardboard, wood, bowls, tuperware, whatever I have that works! It should be short enough that your puppy can easily interact with it yet tall enough to be a bit of a challenge.