How can I run everything sandboxed and do everything I used to do on my laptop, but with extra protection. How do you go about installing new programs?

How do users of 'Sandboxie' use it, to give me an idea of how it can be used. I know that I can play a game sandboxed, or open a file using 'Sandboxie' to view the contents and I will be protected if there is anything bad inside the file. What else could I sandbox which would be useful. This is what I'm trying to get my head round: What is happening when something is in the sandbox. I don't even know what 'windows explorer' is: What I want to know, is if any information that needs to be saved won't be saved because it's in the sandbox. I have also read that you can run 'windows explorer' sandboxed so if you have a crash you can continue because of 'windows explorer' being sandboxed. I understand that I can run my browser in the sandbox but if I download a program or create some new tabs in my browser they won't be saved. I have just installed this program and am still getting used to it.

Sandboxie stopped working