Hi..  I dont have an answer.. in fact, I am looking for the same thing you are.

I am just replying so that hopefully it triggers a prompt response from the experts. I know many are looking for this capability, specailly after BOX announcing their new intergration with Micorsoft Products.

Thanks !

Hello

Looking for this exact same thing

A connection to a box file from Excel using power query - i tried all kinds of things and I got as far as using the unique URL but the connection shows a html page not the excel file I am looking to connect to

My organization is also looking to use this information as well. We are converting over to Box from shared drives and need it for reporting. Thank you for anyone who develops a solution.

Hello,

     I have actually made it a little further than you. If you go into the share menu on box.com for the file you want to link, in the advance settings you can find a direct download link that should end in .csv or .txt

You can actually just copy and paste that link into the spot where the file extension would be when you create a local data connection. 

The issue I am hitting now is you have to set the file to be accessible for "anybody with the link" as opposed to "people in your company" which is a security issue for me.

Also you can link to other excel files in box simple by typing into a cell "=https://boxlinkfilewhateverthedirectdownloadlinkis.xlsx!A1 or whatever cell on that file you want to link to. Yet again, you have to set the file to be accessible for anybody with the link and not just people in your company. 

Also looking for the same thing.

Has anybody made any progress with a solution?

I'm not sure if this solution will work for everyone, but I've found that by downloading Box Sync, you can simply import the files that are synced ("Box Sync" should show up under your user's directory on your device) like you would with any regular file, and it seems to work pretty well.

Try to use dav.box.com in Power Query

Get data -> From File -> From Workbook -> File name -> https://dav.box.com/dav/YourFolder/YourFile.xlsx

Oh wow,  that totally works! Too bad dav.box.com is being turned off in a few weeks. 😞

I tried ftps, but it seems Excel doesn't support that.