It should be able to sandbox Windows Apps, except for Metro/Modern UI Apps and Microsoft Edge.
Too many programs are having a backdoor or Trojan in them now. It is a good idea to run any app that accesses the Internet in a sandbox first to see what it does.
It isolates the process, all writes (filesystem, registry) go to the sandbox instead of the host filesystem, so a malicious software can't easily install itself. But reading data is mostly unprotected by default, so a malware ran in a sandbox may steal some sensitive data. To protect such data you have to pre-configure sandbox manually.
And they have prepackaged sandboxed apps: