To my knowledge you should be able to install programs inside the sandbox, you can try by right-clicking the installer and choosing “Run in COMODO Sandbox” though this will make it install as fully virtualized, I don’t know if it is possible in any other mode. Though be aware that any programs installed within the sandbox will probably be removed when you clean the sandbox which you should do if you ever get a malware inside the sandbox, so I don’t recommend installing permanent programs inside the sandbox.
To view the contents of the sandbox you may go to your system drive’s root path and open the “VTRoot” folder, it is hidden by default. (normally "C:\VTRoot") I don’t know if it’s possible in any other way.
You can view the current processes which are active and running in the sandbox by using killswitch. (View > Show Only Sandboxed Processes)