@osama3matarY396X
Technically, as far as I know you cannot create a custom bounding box in the Max definition of bounding box. (The Max bounding box just shows the min - max x,y&z dimensions of an object and exists only as an outline.)
But you can create the box you show and describe in your post and then align it with any object in your scene that you want and then size your custom box to the exact size of the Max bounding box for the object For all practical purposes, this is the same thing, since your custom box would match exactly the bounding box dimensions. To do so:
1. Create your desired custom box with colors and text as you want (don't worry about it's initial size) and make sure that you center the pivot of your custom box via Hierarchy Panel, select Affect Pivot Only and then Center To Object.
2. Select the object in the scene that you want this box to be aligned to and find it's dimensions. You can use the Utility Panel>Measure function and this will give you the bounding box dimensions in scene units. Also, center the pivot of this object via hierarchy panel.
3. Using the dimensions you obtained in step 2 change the size of your custom box to match. For the box, x should be width, y should be length and z for height. Recenter the pivot of the custom box after you change it's dimensions.
4. Now select your custom box and align it with the align tool to the scene Object of interest with all axis checked for Align Position and Align Orientation. Then click "Apply"

Your custom box should now be aligned with the object of interest in your scene.
Some caveats: Models created in other programs or that have been transformed (rotated different axis during modeling) can have some pretty wacky bounding boxes in Max. So you may not like the alignment you get in these special cases and you will need to correct the bounding box issue or align your custom box in these special cases. But maybe all of your models are straightforward and this will work for you. Hope it helps.