Simplistically-speaking, a speaker cabinet that is anywhere close to being well-designed shouldn't be adding significant amounts of new harmonic content (as in, frequencies that weren't there before). However, every speaker (cabinet/driver combination) will have a particular frequency response - they will produce some frequencies better than others.
Studio monitors are typically designed so that they are as 'flat' as possible within the constraints of their design.
Guitar cabs (driver/cabinet assemblies) are often purposely-designed to focus the frequency-response towards somewhere in the mid-range. Typically, they roll off some bass through being open-backed, and some treble gets rolled off through the natural response of a large driver without a separate tweeter.
(Of course the gain stages in a guitar amplifier often do generate new harmonics through deliberate design - but that's the 'amp' bit, not the 'cab' bit)