The grey boxes are either spans or blocks of text that is mostly meant to be used for code. It is very useful for code because the white space of the text inside the code block is preserved and the text is rendered using a monospaced font which allows you to properly align the text.
If you want the grey box around text that is inline with the rest of the text in the paragraph (a span) you need to surround the text you want in the grey box with single grave accent character (aka backquote, backtick, etc.) at the beginning and end of the desired text. So for example, `test` would show up as test.
If you want a code block instead, you need to use three consecutive grave accent characters at both the beginning and end of the text that you want to have appear in the grey box. For example the following Markdown code
```
First line.
Second line.
```
would show up as:
First line.
Second line.
thank you @arhag