Mairix searches local mail—that means, mairix absolutely must have
direct access to your mail folders. If your mail resides on another
server (e.g., an IMAP server) and you happen to have shell
access, nnmairix supports running mairix remotely, e.g., via ssh.
Additionally, nnmairix only supports the following Gnus back
ends: nnml, nnmaildir, and nnimap. You must use
one of these back ends for using nnmairix. Other back ends, like
nnmbox, nnfolder or nnmh, won’t work.
If you absolutely must use mbox and still want to use nnmairix,
you can set up a local IMAP server, which you then access via
nnimap. This is a rather massive setup for accessing some mbox
files, so just change to MH or Maildir already... However, if you’re
really, really passionate about using mbox, you might want to look into
the package mairix.el, which comes with Emacs.