Daisy sure looks like she is having fun

She is probably too young to think it's a nesting box. Plus I think that you would recognize the change of behaviour in the box. If it was a hormonal behaviour, she would probably sit quietly in the box for longer periods of time, "kick" the bottom with her feet (see the post "funny video" posted by Michelle for an example) and be territorial around the box.
Having said that, I would just leave the box on top of the cage for playtime.
And make sure that you cut out all parts that had glue on them (where the plastic was attached to the paper around the hole...
Thanks for sharing the cute picture
Kate