I have avast internet security and I never use the sandbox, the only thing in AIS I use is the firewall. With AIS the sandbox is on-demand it also comes with an “auto-sandbox”. When the auto-sandbox kicks in it’s for a reason and you will be presented with a couple of choices. Check out the “help” section. For the average user avast free is plenty. As far as files go avast comes with a “file shield”, among other shields. One other thing check out all the various users signatures for more direction. As far as settings go on the shields I have the sensitivity heuristics set to high, as I would rather get a false positive than let something through. On your scans I’d use the default settings until you get acquainted with the software.
Also never be afraid to ask for help. 