This thing is so, so big, that if you imagine it in its totality, your brain will turn into a black hole.
The Ultra-box contains the Mega-box, which in turn contains Mandelbrotverses. The need for these and their conception is described in detail on the Mega-box article.
Ultra-boxes contain Mega-boxes based the smallest differences in logic, however, one can argue that these differences are actually the largest ones, as they affect the logic that happens behind logic itself (sub-logic). These differences are, unfortunately, indescribable in any human language, due to us being incapable of comprehending them, as well as never encountering them.
Ultra-boxes are thick yellow rims made out of Adadai (elementary particle of the Suemiverse), while the Mage-box is made out of Adadai-0 (altered Adadai). The Mega-box is also just a rim.
The reason as to why the Ultra-box and Mega-box are just rims, is because the gravitational center of the structure is in the dead middle and all Mega-boxes revolve around it. If the Ultra-box has walls, there would be a higher chance of collisions, if a Mega-box was set loose.