I bought an item finder and I am looking for boxes of treasure, I have to keep walking on the maps to find? Or walking in the dungeon to find? Has appearance or not? How do I know if I have found? Will appear on the same screen appears when you show a pokemon to catch? Sorry for all these questions xD

No need of item finder for the Treasure box. You can see those treasure box's on map like this [you must login to view images]

you have to move near it and take the treasure.
Item finder is used to find some rare items like rubies, sapphires, nuggets etc.

[you must login to view links]

you can find the items which can be found on the maps there. Also, items will appear like pokemon. If you skip the item, it's gone. You have to find again, thats all with item finder. Also, as far as i've heard, item finder only works in good wheather condition. You have to move to a place where the wheather is good

hope it helped