If you want to feel more secured visinting some websites the sandbox will execute your browser under a protected environment (virtualization based on hardware) to protect you from some threats you may encounter. So that way the threat cannot affect your system.
Yes, if the browser or process is executed in the sandbox will remain there (in the sandbox) until you terminate the processes on the sandbox.
That said malware is always evolving, so there need to be cautions and if you visit malicious websites, sandbox may not protect you from some malware with evading sandbox capabilities.
If the user has carefull it will be protect on a normally websites navigation.