The following diagram is useful for explaining how the MessageBox works in BizTalk server particularly when you are new to BizTalk. Remember that BizTalk uses the publish/subscribe messaging pattern for everything. Even for what appears to be synchronous message calls. Even Orchestrations subscribe to the MessageBox for the execution of those rules.
Thanks to Dino Fassis for forwarding this onto me. Sorry I'm not aware who created this great diagram, but thanks to you for this great work.