Per the documentation, it appears that we should be able to enable Device Pinning for Box.com via web client:
https://support.box.com/hc/en-us/articles/360043693814-Device-Pinning

However, despite the above documentation, there are only options to enforce Device Pinning for the mobile, tablet, and sync applications:
https://app.box.com/master/settings/devices

Using sync instead of web is also not a viable alternative, as it has been sunset, with an EOL of December 2026:
https://community.box.com/admin-forum-25/announcing-end-of-life-for-box-sync-33734

Notably, its replacement, Box Drive, is also not listed under Device Pinning.