In case you haven't seen one, that's the Kreg Jig clamped to the board. It basically lets you drill screw holes for different thicknesses of wood, at an angle. Then you can use those screw holes to quickly and easily join 2 boards together.
It's a really popular tool with beginner woodworkers because of how easy it makes building furniture.
I cut the box frame boards to size on my Miter Saw using 2x2 Pine from Lowes or Home Depot.