I'm not a box player, but here goes: You can try to play in any key using the scale of C major. You just use the new key note as the one the tune is based around, and the note the tune seems to be trying to get back to. If you try to play in the key of G using the scale of C major, you'll find that one of the notes is flat - what should be F# is F natural - this is the flattened seventh, a "blue" note. This is one of the characteristic sounds of Cajun box and blues harmonica playing. Of course in blues harmonica, you can also flatten the third (B to Bb) by bending the note by a method, using the breath, that's impossible to describe.
Cheers
Ray