A sandbox in Windows? How?

Not what the OP is referring to, but UWP and successor apps were always sandboxed, from the time of Windows 8 onwards. This was derived from the Windows Mobile model, which in turn was emulating the Android/iOS app model.

https://learn.microsoft.com/en-us/windows/security/applicati...

Or the easier way with an external tool is using Sandboxie: https://sandboxie-plus.com/