Pick him up and lock him in a Thaumiel-class SCP.

I’ll let him out and take him home.

Well at least it would be more understandable to find him outside the fourth wall.
 
Also I would pick it up, rub the side and ask for three wishes.

(Stares at the box)  
FALCON PUNCH!  
(Breaks the box)  
’Kay bye

Open the box. Come on, what could possibly go wrong when little god of chaos meets our world? Right, cuteness overload.

Caught in an extra dimensional box and shipped to earth in exile.. Yeah I’ll try to let him out.

That place looks depressing.

It’s all-or-nothing situation.
 
May be Dissy pretending to be trapped, and if you ignore or refuse to let him out, consequences will be unpredictable.
 
On other hand, you cannot predict, what Discord will do if you let him out.
 
If you will choose to not let him out immediately, but take home, then… I dunno.
 
 
One thing is clear: your life will be very “interesting” in any case.

@Wolvan  
Ah-ha!

Let him out what the wor BLARGH

let him out, even though this is obviously a trick, he should be able to free himself using his magic after all.

Take the box home obviously.

I would smash box freeing hims and scream “For Glory of Q Continuum!”

I would bargain for a fraction of his chaos magic (only a fraction because of Evil Overlord List Rule #22). I will then ask him how to use said chaos magic and in the process show him how chaos can be used for the betterment of reality.
 
And free snacks.

How do I open it?

I’d let him out.  
Just look at that place! So boring. Fix it, Discord!

Run away screaming!

Keep walking.
 
If I haven’t gone completely mad, no good can come of this.

Yes, let him out…