Hi Ben, a nesting box is simply a wooden nest box that you'd use for birdies. I personally don't use them as they're wood (though you can get plastic I believe) which absorbs urine smells, and most gliders I found prefer pouches anyway, they're softer and warmer and cosier.

For breeding you need to make sure they're kept stress free, if I were you I'd also have a hand rearing kit prepared just in case the worst happens and you end up hand rearing.