help sandbox

I not understand the explanation in the site.

I want to know in order of the steps how to enter a file / game into sandbox tasks and analyze behave virus unknow.
What in order I need to do from the list below Before :
“run virtual desktop”
(Why need to install software that weighs 12MB each time all over again)

“run virtual”

“open shared space”
(open “file explorer” what do/click afterwards?)

“open advanced settings”
(What should I do at this point?)