The sandbox is just a test area of PayPal's site for you to setup test users and run test transactions to ensure that your code is functioning as intended.
To test with the sandbox you will need to set the sandbox setting to true in your checkout. You will also need to make sure to use the account details for your sandbox user in the checkout.
If you are wanting to create a local checkout you will need to have a PayPal account with Payments Pro enabled. If you have a regular PayPal account you will only be able to use the remote checkout option of 'Payments Standard'.