Much will depend on how the author of that sidebox has structured it.

In the INCLUDES folder of the module, there are probably:

/includes/languages/
/includes/modules/
/includes/templates/

Folders.

Inside THOSE will be more foldlers... PROBABLY

/includes/languages/english/extra_definitions/... ??? (then what? - look at the module and tell me how the rest if this path is structured)
/includes/modules/sideboxes/... ??? (then what? - look at the module and tell me how the rest if this path is structured)
/includes/templates/... ??? (then what? - look at the module and tell me how the rest if this path is structured)

What you are seeing (BOX_HEADING_EDITABLE_SIDEBOX_LIVE_CHAT) is called a LANGUAGE CONSTANT.

Language Constants must be accompanied by an associated variable:

define('BOX_HEADING_EDITABLE_SIDEBOX_LIVE_CHAT', 'Chat With Us');

Your TEMPLATE file for that sidebox is saying: "I see a CONSTANT called BOX_HEADING_EDITABLE_SIDEBOX_LIVE_CHAT, so please go collect its variable from the associated language file."

If it cant find that language file, or if the CONSTANT is not there, the template will simply return the Constant Text in its own file.