The dBox folder is an alternate way to store particle files. When you have, say, 100K files, it is a bad idea to put all of them on the same folder.
Instead of leaving all particles in the same data folder, inside the dBox folder there is a subdirectory hierarchy that allows saving the particles in different subfolders. This happens in a way totally transparent for the user.
Dynamo uses a class called dBoxes to manage this kind of generic data container. Check the different command line options with:
Convert a normal data folder into a dBox folder
d = dBoxes.convertSimpleData(<foldername>,<dBoxes folder name>);
Merge several data folders into a single dBox folder
If you cannot merge all the data folders independently into a single data folder, you'll have to enter all the particles one by one using dBoxes.enterParticle;