A malware sandbox, within the computer security context, is a system that confines the actions of an application, such as opening a Word document, to an isolated environment. Within this safe environment the sandbox analyzes the dynamic behavior of an object and its various application interactions in a pseudo-user environment and uncovers any malicious intent.
So, if something unexpected or wanton happens, it affects only the sandbox and not the other computers and devices on the network. In parallel, any malicious intent is captured, leading to an alert and relevant threat intelligence generated to stop this zero-day attack.