Hi!
This is an instructable on how to make a cuban style chain with a box clasp. It's simple enough to make, and it's a classic statement piece to wear as a necklace or bracelet.
Enjoy the instructions and give the project a go if you can, it's a lot of fun!

Also, I made a video of the process as well.

Alright, the tools you'll need are as follows:

Metal stake (I used a 10mm ball punch, you can use a nail, mandrel or any strong cylinder)
Bench mounted vice (Really helpful, but you can get around it if you have an assistant)
Jeweller's saw (alternatives: hacksaw or rotary cutter)
Pliers (vital if you're using a thick wire, you can use your hands if the metal is thin enough)
Soldering set (torch, flux, solder, pickling solution)
Files and sandpaper (coarse file, square needle file, coarse and fine sandpaper)
Polishing kit (tumbler, lathe polisher or a lot of elbow grease)

Materials

Metal wire (I used 4.8mm Brass)
0.5mm thick metal sheet (again, I used brass)
and maybe an extra scrap of metal ~5x5x3mm (I used some of my leftover wire)

Step 1: Gather Materials and Form Links

Begin by annealing your wire if it hasn't come dead soft because we will be bending it a lot. (Heat the metal until it glows a barely visible red and let it cool).

Wrap the wire around your cylinder of choice as tightly as you can manage. I had to anneal the one coil multiple times to get it tight, though this is likely a side effect of how thick my wire is.

Saw into the coil at a 45 degree angle to separate individual links.

Fit the links into one another as you go.

Step 2: Close and Solder the Links

Close the links to form the chain. If you're metal is very thick, annealing can be useful here as well. We'll be annealing a lot throughout this project... Make sure that the sawed faces meet up flush to ensure a strong joint.

Solder the links closed, one by one. There are a few things to be mindful of here: don't solder the links to each other (restricting movement) and be careful with how you're applying heat so as to not un-solder links you've already done as you go.

Clean up the solder joins with files and sandpaper.

Step 3: Twist the Chain and File the Facets

Twist the chain until all the links are aligned on one plane. With one side of the chain in your vice (or held by an assistant), pull with your body weight and twist the chain until it becomes flat. Again, I annealed half way through this process because my links were work hardened very quickly. This step requires some real effort

File the facets onto the chain. I made up a jig that held the chain against a wooden board with screws on each end. This made it easier to file as I didn't have to hold the chain still myself.

Sand the facets after filing to ensure they are smooth and free from file marks.

Step 4: Construct the Frame of the Box Clasp

Cut a strip of sheet metal to be the perimeter of the clasp. I want my clasp to be a rectangle with sides measuring 20x15mm. This means my strip was 70mm long (20+20+15+15). You want the width to be equal to the width of your chain (mine was 20mm across) and the length is arbitrary, you can decide what looks best.

Measure and mark the length of the sides of the strip. I made marks at 20, 35, 55 and 70mm. These will be the corners of the frame.

Cut into the marks you made with your saw half way through the metal. Make sure the cut is perpendicular to the top and bottom of the strip. I used an engineers square to ensure the lines were perfect.

File the cuts you just made with a square needle file held at 45 degrees to the face of the strip. This will create a miter like feature that will easily bend into a sharp corner. I file until I'm just a hairs width from cutting through the metal.

Bend those miters you've just cut into 90 degree corners.

This process is more time consuming than just bending the metal without filing it (which is an option if you chose), but it leaves the corners sharp and precise, creating a much more professional product.

Step 5: Solder the Box Closed

Solder the four corners of the box closed. For the miters, this reinforces them, and it hold the last butt joint closed as well.

File a mouth into the frame, opposite where the clasp will be attached to the chain. If you like, you can do this before bending the frame, though it'll be much more delicate until a lid and floor are attached.

Cut a rectangle to act as a lid. Solder it on and clean up any overhang.

Cut a space for the button to sit, through the mouth and into the roof. There's a better view of this in the next step.

Cut and solder a floor onto the box clasp.

Step 6: Create a Tongue and Button of the Clasp

Cut another strip of metal to fit inside of the box you've just fabricated.

Bend it so that it catches in the mouth of the clasp.

Cut and file the button in to shape. I used a scrap of brass from the wire that I cut and filed into a square. You can use a piece of thicker sheet metal, multiple layers of thin sheet metal soldered together or a different shape altogether.

Solder the button to the tongue and adjust it until you get a satisfying click when sliding it in. The spring of the metal is what holds this clasp closed, so adjusting the bend in the tongue (our acting spring) can be helpful here.

Step 7: Solder the Clasp to the Chain

Solder the first two and the last two links of the chain together.

Cut right through the center of this new solder join, between where the two links meet. File this new face flat.

Solder the box and the tongue to opposite sides of the chain, butted up against the new face we just made. Make sure that neither the tongue or box is upside down before you solder!

The purpose of soldering and cutting the links on either side of the chain is to help blend the clasp into the chain and avoid an awkward gap between round link and flat clasp. Also, you can remove the links that might have been held by the vice or pliers in the twisting stage that have marks left on them.

Step 8: Adjust and Polish the Chain

Now that it's all together, check the fit of the chain and the mechanism of the clasp. If it's a bit stiff, try sanding or filing the links to better move amongst each other. Also, try bending problem links that might not be aligned and lay flat with the rest of the chain.

Polish the chain. Start with a course abrasive like a green crocus and finish with a fine compound like a red rouge.