A scene component is a component that has a scene transform and can be attached to other scene components. In the top left of the screen in your viewport add a component, type in scene, click on it, and then drag it to where you want the arm to be placed. This is a example of what you could do with a scene component. Lets say you have a weapon that fires projectile and you need to spawn the projectile at a certain area. You could use a scene component to identify where you want to spawn the projectile. (Also when you use a scene component make sure it is a child to the box collision so the scene component stays in place)
Also you said it disappears and I think I have a solution. Try disabling physics when the arm gets attached to the box.