you use switches and multiple event pages for this.
On the first event page have the graphic set to the closed chest. All the settings are the default ones. In the event commands, do the chest opening animation (Move Event, set to This Event, and face in different directions as appropriate) along with the sound effect. Show the message that an item has been found, increase items in inventory, and finally set a switch on (let's call it ChestOpened).
Then on the second event page have the graphic set to the opened chest. All the settings are the default ones, except one - under Preconditions, set the first switch to ChestOpened is ON. Then in the event commands show the message that the chest is empty.
In RMXP you'd do almost exactly the same thing, except instead of a global switch you'd use a local switch. It doesn't look like RM2K3 has local switches, so you'd have to have a new switch for each chest you wanted to do this with.