The Sanbox suite is comprised of two components. Sanbox Runtime is a server program that runs what you create in Sanbox. Sanbox Designer is a full-fledged IDE Windows desktop program used to create small programs called Workflows that are ran and stored on the Sanbox Runtime. Sanbox Designer connects to one or more Sanbox Runtimes in your infrastructure when you develop in it.
Follow the guide to install Sanbox Runtime on Windows or Linux.
To Install Sanbox Designer, simply download and run the installer located at the downloads page of the Customer Portal.