When you run box without any parameters, you get the CommandBox interactive shell. We use a library called JLine for this interaction and it has a number of bash-like behaviors to make you more productive. CommandBox also bundles several bash-like commands to give you a consistent shell regardless of whether you're on Windows or Linux.
Pressing Ctrl-C will send an interrupt signal to the terminal which will end any currently executing command and exit you back to the shell's prompt. Pressing Ctrl-C if you're already at the prompt won't do anything at all.
Pressing Ctrl-D from a prompt sends an OEF signal and will exit out of the shell entirely, just like if you had run the exit command.
CommandBox allows you to re-run items from your command and/or REPL history by pressing the up arrow to cycle through previous commands. You can type a partial command like cd and then hit up arrow and the history items will be filtered to items starting with that. You can also use what's commonly known as i-search. Press Ctrl-Shift-R to open a search from the console where you can search your entire command history by keyword. Keep pressing Ctrl-Shift-R to cycle through the results. Press Ctrl-Shift-S to cycle backwards through the results.