The secure box feature on HTC 10 lets you hide and lock specific message threads and protect them with a password. To hide text messages on HTC 10 using secure box, do as follows:
1. Open the Messages app
2. Touch the 3-dot icon on the top right, followed by the Settings.
3. Go to the General settings
4. Scroll down to the Settings and touch the Password option
5. If this is your first time visiting this menu, you need to type a new password for your secure box (You need to enter and confirm your password)
6. Now, get back to your messages list and open the thread you want to move to secure box
7. Tap the 3-dot icon and on the opened list, select the Move to Secure Box option
8. Select the messages you want to move and hit the Move button
Note that, if you want to move the whole thread, you need to go to your messages list, press and hold on the thread you want to move, and select the Move to Secure Box option
To access the secure box, go to your messages list, hit the Messages button on the top left and select the Secure option. (You need to provide your password)
Note that, unfortunately there is no solid way to retrieve forgotten password for the Secure Box. So, if you don't want to reset factory your HTC 10, make sure not to forget the secure box password.