that box is meant for the yamaha STD issue tool kit.
stick a multimeter in the head light socket and fire up the bike, do you get a reading? hit the swith on and off--anything? if you do get a reading, is it very high and not stop at 12-13V? if so, your voltage regulator id blown, if not, use the multimeter to test your switch on the bars at the plug under hood. if the switch is working but you not getting voltage to the socket then you will need to look a bit harder, perhaps the stator is shot, but just test the other stuff 1st.