Hi Britannia – I think the CBOX developers used Google’s Custom Search Element Control API in the header to accomplish this. It requires some coding. You can read about it here: https://developers.google.com/custom-search/docs/element
You can also just use default WordPress search widget. It is easy to install – you just drag it to the widget area of your choice – but be aware that search results will come only from WordPress content (i.e. posts and pages).
Or you can shop around for a plugin on the WP Repository – Google Custom Search is a good one, but I’ve noticed that it conflicts with CBOX’s slider, so probably not a good option. Search by Google is another option – easy to set up, but a little light on options. There are other options as well – find one in the repository that you like.