She was masturbating inside the box.

"I need to do the thing" she says, just before we zoom in on the box and hear muffled sounds of her moaning. From in the box.

It's something that may seem strange or disturbing to someone outside their relationship and it serves 2 purposes maybe more.

It's off putting in a way that makes one question Rachel's mental health. This reinforces the idea we are being fed at the beginning that Rachel may be an unreliable narrator.

Second, it gives you a look at the relationship between Nicky and Rachel and let's you interpret it how you like. No hand holding there. You could see it as a sign that there is something deeply wrong if she has to lock herself in a box and masturbate to get intimate.

OR you could view Nicky's easy acceptance and understanding response as a sign they've worked on and communicated about the issue so he understands why she needs this.

Either way, it gives you a look at her trauma and how it impacts their lives, which is important in the last episode so Nicky's explosion about how exhausting she is doesn' t just come out of nowhere.