How to teleport a specific object to an empty?

Do You mean an empty GameObject, or some empty position?

If You want to teleport the cube just to position of some empty object, then You should first get position of such object. Ex:

 GameObject empty;
 //declare empty GameObject called "empty"
 Vector3 pos;
 //declare empty Vector3
 void Start () {
     empty = GameObject.Find ("Empty");
     //Appends actual gameobject called "Empty" to our 'empty' variable we recently declared
     pos = empty.transform.position;
     //Appends position of the "Empty" gameobject to 'pos' variable we recently decalred
 }
 
 //If the "Empty" GameObject is moving, then you should put this into Update() function
 
 void OnMouseDown () {
     transform.position = pos;
     //"teleports" the object to coordinates in 'pos' variable
 }

This will physically "teleport" Your object to any given GameObject called "Empty". You can read up more on it here: http://docs.unity3d.com/ScriptReference/Transform-position.html

If You want to append object as a child to an empty object in hierarchy, then You should use Transform.parent, like this:

 void OnMouseDown () {
     transform.parent = empty.transform;
         //Appends object that bears the script to gameobject tied to 'empty' variable
 }

You can read more about it here: http://docs.unity3d.com/ScriptReference/Transform-parent.html