Sandbox maps are the only maps not entered via doors. They are entered by talking to the Supervisor that has the Sandbox’s module icon over their head and their office. These Supervisors will also give out any related quests or provide other information needed for the Sandbox.
For example, here is Dr. Sandrine, the Supervisor of the H.E.L.O. (Ecology Sandbox). She has the Leaf icon that matches that Module.
All Sandbox Supervisors are located inside the Academy in the Student District.
Sandbox exit doors always put you back inside the Academy.