One way is to focus on one vertex of the cube, say $(0,0,0)$. There are three smooth paths starting there and lying on the boundary of the cube - the edges ( almost any parametrization should work) - whose tangent vectors at the origin are linearly independent. If this were a submanifold these vectors should lie in the tangent subspace ( of dimension $2$) at $(0,0,0)$.
Other were good ideas are in the comments above, as in fact the boundary of the cube is not a submanifold around any point on the edge.