Box Breath is a breathing exercise to help us tune-in to ourselves, release mental strain, improve lung capacity and increase focus.
If you are pregnant or have heart problems, I wouldn't recommend the breath holds in this breathing exercise. Instead try 4x8 Breathing or Golden Thread Breath.
This is a Yoga Foundations video, aimed at helping introduce you to different yoga poses, breathing techniques, etc. and showing you different variations so you can incorporate them into your personal practice and learn to make them your own.