Learn Italian: Quella scatola è di metallo?

In Italian, the preposition di (of) is commonly used to tell us what material an object is made from. Instead of a long phrase like "made of", Italians simply say di metallo (literally "of metal").

Could I just say Quella metallo scatola like "That metal box" in English?

No, in Italian you can't put a noun before another noun to describe it like we do in English. You have to state the object first, then use di, and then the material. So it is always scatola di metallo.

Why isn't it del metallo? Don't we usually combine di with the word for "the"?

When you are describing the material an object is made of, you just use the basic preposition di on its own, without adding a definite article (the word for "the"). Using del would sound like the box belongs to the metal, rather than being made from it.

Why is the word for "that" spelled quella here?

Quella means "that" and must match the gender and number of the noun it points to. Since scatola is a feminine singular noun, you must use the feminine singular form quella. If it were a masculine word, like libro (book), you would use quel libro.