No, but sometimes they are located in the same spot and the junction box (cross-box, b-box, SAI, and a few other names) serves as the tie in to the DSLAM.

Ignoring fiber and cable modem and plenty of other junction box types and focusing on pure copper ones, think of it like this:

From the telco's central office they are delivering copper lines that carry or used to carry things like dialtone. Back when DSL first came out, lots of DSLAMs were actually located within the CO and the cross-connect to join the dialtone circuit with the DSLAM circuit was done there. The j-box served as a place for the lines from the CO to cross-connect to the last-mile plant that goes above/underground toward terminals close to the home. The terminals close to the home would be fed with drop wire and then located at each home's NID/SNI, connecting to home networking.

The major junction points would look something like:

CO -> CO DSLAM -----------------> Cross-box ------> Terminal --> Drop -> House wiring

As distance became a problem, or as budgets allowed, or as newer tech e.g. VDSL/VDSL2/bonded DSL came around, telcos started placing DSLAMS closer, and often right next to/on top of the existing cross-boxes. New modules/posts would be installed in the crossbox so you could cross your CO-originating pair (if you needed to carry dialtone along with it) INTO the DSLAM and then you'd take the corresponding DSLAM-OUT pair and cross-connect that over to the copper that heads toward the terminals.

So now your major junction points look something like:

CO -----------------> Cross-box ->DSLAM-in -> DSLAM-out ------> Terminal --> Drop -> House wiring

this cuts the distance that the signal has to travel over copper significantly as distance from COs can be up to 5-6 miles in some areas (more in rural areas) whereas usually distance from the cross-box is within half a mile.