Hi Rob,
Simply go to the directory containing your code and type "box" to start CommandBox and then from the CommandBox command line type "start" to start the CommandBox Lucee server and your done. It will automatically start the server in that directory and open your browser to the default page, e.g. index.cfm. If you don't have a default page, then it will show you a directory listing.
You can start different versions of Lucee (or ACF) using the cfengine= directive, e.g.:
start cfengine=lucee@4.5
etc...
FYI, the documentation is here:
and there is also a CommandBox Google Group