There are two options when it comes to styling a content box (not to be confused with the content box type). By default, content boxes appear with an actual box around the content, we'll refer to this as the standard box style. You can also set boxes to appear as floating boxes, also called floating box style.
The style you choose really depends on how you plan to structure your content and personal preference. Regardless of the style you choose, it is important to maintain consistency within an specific guide and/or subject area whenever possible.
With the standard box style, a frame appears around the outer edges of the box. Likely, each box on your guide will contain a separate idea or theme of resources. If not, be sure to use headings to organize content accordingly - see Headings tab of the Accessibility & Design Best Practices page.
With a floating box style, there is no outline of the box. In fact, there is also no visible heading for this box (located above this text), unless you add one by using Heading Styles. For example -
This is the main content of my box.
Here I'll talk more about this topic.
You shouldn't go any smaller than h5. If you need to, try breaking the content up into additional content boxes.