By control box do you mean the plastic housing that mounts on the top :
If so my apologies, you will still need one of these to house the solenoids. You are correct it does contain the solenoids but the solenoids are separate units and are not integrated into a single control unit (to my knowledge). Rather than fitting multiple old fashioned solenoids in the plastic box fit an albright solenoid which is a single unit and fully waterpoof. If you go down this route I know of people who have fitted them in the engine bay rather than in the control box on top of the winch so this is also an option but you end up with longer HD connecting cables form the solenoid to the motor.
I have a husky fitted to mine so am not familiar with warn, but the principles will be the same and I can dig out the wiring diagrams I used if needed. I got my spares from here:
link. They are not cheap but they do stock (at least for my husky they did) everything you need to completely rebuild the winch