This isn’t formatting (save for in the loosest definitions) but rather a visual or cosmetic presentation for the inline annotation feature (inline footnotes look very similar), which you’ll find in the Insert menu. By default such markings, meant for notes like this, are stripped out when you compile, but even if you leave them in they won’t print like this, which is what I mean by it being cosmetic. Typically they will print as [bracketed text].
Styles also have a purely cosmetic box format, or what is called a “highlight”, when you redefine them. This also isn’t something that prints, and so I wouldn’t refer to it as formatting.
If you’re actually looking for a way of printing boxes around text in Scrivener, there are a few different approaches you can take, though most of the solutions addressed in that post dwell on the more common application of putting a box around one or more paragraphs rather than upon inline text, like you’ve demonstrated here. (Note this thread also does touch on the “highlight” boxes Styles can use, which you will find in practice in the Windows tutorial wherever you see a tip box.)