In a game called 'Box of Lies', the clue of how to approach it is in the title. Lena Dunham didn't seem to get that hint though.
Dunham's approach to the game was uttering the statement "Why would I lie?" while sheepishly looking around for something other than Fallon's eyes for support. For someone who makes up stories and acts for a living, she's not very convincing.
We have to hand it to the people filling the boxes full of crap though. That helmet full of ducks was inspired.