The box at the headstock holds the Z stepper motor, timing belt drive and bearing for Z ball screw support. The parts are shown below.

Here's a picture of the head box mounted on the bed casting. I'm not sure if the cooling fan is needed but I installed one just in case. The part which the ball screw goes into holds a ball bearing and you can see the internal support for the spiral spring. The bearing floats in this support allowing lateral motion of the ball screw itself. This relieves thermal expansion as the ball screw is held in angular contact bearings on the other end (bearing block). The second picture shows the inside of the head box with the front cover removed. The end we're looking into is open, but partially covered with the stock belt guard. The Z stepper motor and timing belt drive can be seen.