A mesh (be it a cube or something else) has some number of material slots. You can’t add more slots once the mesh is made, so you have to make the mesh with six different materials, that you can separately configure.
The easiest way to do this in the editor is to create a box using Geometry (CSG) rather than models.
Then select each face separately, and drag a different material to each face. You may want to change the size of the geometry and/or the UV scale such that the material fits on each side (by default I think the repeat is 2x2 on each side of the default cube geometry.)
Once it looks the way you want it, you can roll out an editor panel for the primitive Geometry and hit the “Convert to Mesh” button, and you will have a static mesh. At that point, you can build a blueprint from it, as well as re-assign whatever materials you want for each material slot, as it will have one material slot per assigned material it had when you turned it into a mesh.