You are right . A sphere should be recognized and it is in my version 3 . I don't understand "click new box". Pardon me for being to simplistic but here is the procedure.
Load Madcam by clicking top icon.
select your surface or solid when asked at the command line.
Surface or solid then will have a stock box in green outline around it.
I had a problem (since solved) with somehow losing an open gl driver that Madcam needs but that would not let Madcam load at all so it is a similar and related problem. I have that driver file if that turns out to be the problem .
If your problem persists, email Joakim and he will fix it. He is very responsive .