For free 2D CAD I use Draftsight
***CLICKY***
Made by the same folk who make Solidworks, and completely AutoCAD (so DWG & DXF) compatible.
I now use this for work (I work in engineering design) in preference to AutoCAD as it has all the functionality that I use in AutoCAD and none of the fluff that I never used...so it's perfect!
Doesn't do 3D though...and you'd just asked about making a cube...which is a 3D shape, are you really meaning a square?
If your really meaning a 3D shape, then you probably should be looking for 3D modelling...and getting that for free is not so easy! Sketchup probably your best bet.