If the box and the surface are the system, then the air surrounding the box and surface, and whatever lies below the surface, are part of the surroundings. Since the box does not "move itself" the force that pushes the box should be considered as part of the surroundings.
A closed system is one that does not exchange mass with its surroundings. But it can exchange energy in the form of work and/or heat. So in this case, the external agent applying a force of $F_{ext}$ does work of $F_{ext}d$ on the system and the system can transfer heat to the surroundings (i.e., it is not thermally insualted).
In order to apply the first law, not only do you need to define the system, but you also need to define the initial and final equilibrium state of the system. To that end, let's assume the initial equilibrium state is with the box at rest with the system (box and surface) in thermal equilibrium with the surroundings which we will consider to be at constant temperature (i.e., the surroundings is a thermal reservoir). The final equilibrium state after the box has moved a distance $d$ is the box is again at rest, and the box and surface are again thermal equilibrium with the surroundings.
Since the box begins and ends at rest the change in kinetic energy is zero and from the work energy theorem that means the net work done on the system is zero. In this case, the negative work done by friction equals the positive work done by the external force, or $F_{u}d=F_{ext}d$. Since the friction work is between the box and surface, that work is internal to the system.
In effect, the negative internal work done by friction takes the energy transferred to the box by the external force and temporarily stores it as internal energy of the box/surface system. I say temporarily because unless the box and surface are thermally insulated from its surroundings, the increase in system temperature relative to the surroundings will result in heat $Q$ being transferred from the system to the surrounding until thermal equilibrium is reestablished.
Thus, under the above conditions and assumptions, the first law gives us
$$\Delta U=Q-F_{ext}d=0$$
However, since $F_{ext}=F_u$
$$0=Q-F_{u}d$$
So your conclusion would be correct under the conditions described above.
Hope this helps.