Let a quantum system with Hilbert space $\mathcal H$ and hamiltonian $H$ be given.
If the system is in equilibrium with a heat bath at temperature $T$, then the system is in a so-called mixed state and is modeled by a linear operator on $\mathcal H$ instead of as a vector in $\mathcal H$. This operator is called the density matrix (or density operator). For the specific situation in which the system can exchange energy with the heat bath with which it is in equilibrium but is otherwise closed, the system is said to be described by the canonical ensemble, and its density operator is given by
\begin{align}
\rho(\beta) = \frac{1}{Z(\beta)}e^{-\beta H}, \qquad Z(\beta) = \mathrm{tr} (e^{-\beta H}), \qquad \beta = \frac{1}{kT}
\end{align}
When we say that a single particle in a box is at temperature $T$, we mean that its state is given by the density operator defined above where $H$ is the Hamiltonian for the single particle in a box.
You might then ask what this particular density operator has anything to do with temperature the way we usually understand it and why we need such a beast to model systems with temperature. It would take far to long to explain that here, but that's something that is explained in books on quantum statistical mechanics. If you plan to explore this stuff further, you might find the following physics.SE posts helpful:
States versus ensembles in quantum mechanics
(Canonical) Partition function - what assumption is at work here?
Why is (von Neumann) entropy maximized for an ensemble in thermal equilibrium?
Addendum. I showed in the following answer why a system in the canonical ensemble occupies its ground state at zero temperature:
https://physics.stackexchange.com/a/65167/19976