The scale length of a stringed instrument such as a cigar box guitar refers to the length between the nut (the raised part at the top of the neck that holds up the strings) and the bridge (the raised part on the body/sound box of the instrument that holds up the strings). Scale lengths used by standard instruments vary widely, with violins, mandolins and soprano ukuleles having some of the shortest, and upright basses having some of the longest.
When it comes to cigar box guitars, the practical range for the scale length usually falls between the soprano ukulele at 13″ and the modern 4-string electric bass guitar around 34″. Within this range, the vast majority of CBGs being built today tend to fall around 25″, which happens to be around the length of most standard acoustic and electric guitars. Depending on the manufacturer and model, modern acoustic and electric guitar scale lengths can vary from around 23″ to 25.5″. Gibson Les Pauls are 24.75″, most Paul Reed Smith electrics are 25″, and many popular Fender electrics are 25.5″.
So as is the case with most cigar box guitar-related answers, the long answer is that there is no single right answer, that everything comes down to the preference of the builder and that you should try different scale lengths and see which you like best. The short answer is: go with 25″ or so. The slightly longer answer is that if you have a standard acoustic or electric guitar, copy that – you can even use a straight-edge to copy over the fret markings if you want.