Hi ,
I'm Dyari. Thanks for reaching out.
A sandbox is a temporary storage Copilot uses when it creates a file. It is not a folder you can find on your computer.
The file should appear as a clickable link in the Copilot conversation. Click the link to download it. it will normally be saved in your Downloads folder.
If there is no clickable link, ask Copilot: “Please attach the file again as a downloadable link.” The temporary sandbox file may have expired.