Enzyme expects an adapter to be configured

Add it to your test case file.

import React from 'react';
import Adapter from 'enzyme-adapter-react-16';
import { shallow, configure } from 'enzyme';

configure({adapter: new Adapter()});
test('message box', ()=> {
     ...
})

The file 'setupTests' has to be imported to the test file:

import MessageBox from "../MessageBox";
import { shallow } from 'enzyme';
import React from 'react';
import "../setupTests"

test('message box', ()=> {
     ...
})

Also, if you don't want to import your setupTests.js file into every test file, you can place it in your package.json folder:

  "jest": {
     "setupTestFrameworkScriptFile": "./test/setupTests.js" }

Update:

Note: setupTestFrameworkScriptFile is deprecated in favor of setupFilesAfterEnv.

https://jestjs.io/docs/en/configuration