Neither the pin box or pin is part of the truck hitch. The pin box is located on the front of the trailer and extends from under the front overhang. Assuming it doesn't have a cover it will be a black steel box-shaped item with a sloping top to the front of it. At the very front of the pin box on the underside is the pin that will connect to the hitch in the truck. The pin has a necked down, smaller diameter section and this is what you want to make sure is engaged in your hitch locking mechanism.
If you're not familiar with hitching/unhitching and towing a 5th wheel i'd suggest you look online for some information on these areas. Might try YouTube as there's likely videos showing the basics. Also, there may be someone around where you're at that could help you.