I have been using Comodo for a few years and love it ;D. I recently reformatted my computer and installed the newest version. There is now something called “Sandbox”. What is this? I never used this before. It asks me if I would like to run a program inside of “Sandbox”. So what exactly is this?
Sandbox is a virtual environment in which an application is run, preventing real time changes to your system, so suspicious activity can be isolated. If you are 100% sure that the application you are running is safe, do not bother with sandbox. Keep in mind that Defense+ is also keeping an eye on suspicious changes to your system. Sandbox adds an extra level of security.
Check this link for more info: https://forums.comodo.com/defense-sandbox-help-cis/how-the-comodo-sandbox-works-t50176.0.html
Hope this helps