The Sandbox is a special instance on which you install and configure your applications. When you are ready to publish your application (enable multiple users to access it), the Sandbox image is copied and replicated to separate production instances. Think of the Sandbox as your “gold master image.”
Note that for Frame Personal -- you only have one instance, so there is no need to publish. As a result, your desktop is your Sandbox. If you upgrade your account to Frame for Business or Education, your original Frame Personal desktop becomes your Sandbox.