Hi Manon David
Windows Sandbox is actually a very good built-in option for handling untrusted files, especially things like spreadsheets, PDFs, executables, and ZIP archives received from external sources. It runs in an isolated, disposable environment that is separated from the host operating system, so anything executed inside the Sandbox is normally discarded when the Sandbox is closed. For day-to-day threats, including most malware and ransomware samples, this provides a strong layer of protection compared to opening files directly on a user's desktop.
That said, no security boundary should be considered 100% risk-free. A highly sophisticated malware sample could theoretically exploit a previously unknown Windows vulnerability (often called a "sandbox escape") to break out of the Sandbox environment. These types of attacks are extremely rare, usually expensive to develop, and are typically associated with advanced threat actors rather than common cybercriminal campaigns.
My recommendation is to treat Windows Sandbox as one layer in a defense-in-depth strategy. Keep Windows fully patched, enable Microsoft Defender protections, restrict unnecessary network access where possible, and continue using email and endpoint security controls alongside Sandbox.