Yes, It will work with K-box, but you must power the K-Box separately since ReXgen doesn't have Auxilary Power Out.
A data logger should be clubbed with K-box to log data. K-Box doesn't store data inside it, but we can have ReXgen/Rebel or any third-party CAN loggers connected with it to store the data.
Post the configuration of the K-Box channels, save the settings and then click on export; the software asks for the location and clicks save. It will save the file as >DBC.