I don't actually know what a haybox is, I need to get Googling!
They were very popular during the war. Plenty of you tube vids on making and using one.
A cardboard box, lined with newspapers, and filled with hay, or old towels or blankets works too if you don't have a Coleman.
Best results with a pot that will hold heat, like a cast iron pot, le cruset or petromax for instance, but any stew pot will do. Just make sure it's well insulated.
I've also made a lightweight version for a friend using a polystyrene meat delivery box, lined with some plywood on the bottom to stop the pot melting it.
Origionaly hay was used to insulate a wooden box, hence hay box.
Tip for city dwellers , pet shops sell large bags of hay for rabbits etc, but old towels and wool blankets work well too.
A box needs to be roughly big enough to hold a lidded cooking pot, preferably without a long handle, and several inches of insulation all round.
If the box doesn't have a lid, a plump pillow, or cushion will suffice.
I used my electric slow cooker pot in mine, which worked , but I'm going to try with my Dutch oven next time, as I can then start the stew in the same pot as I cook it in, and save washing up too!