This is the software publisher’s description.

When you run a program on your computer, data flows from the hard disk to the program via read operations. The data is then processed and displayed, and finally flows back from the program to the hard disk via write operations.

For example, if you run a game on your PC, it starts by reading the previously recorded statistics, displaying and altering them as you play the game, and finally writing them back to disk for future reference.

If you run the same game inside the Sandboxie environment, Sandboxie reads the statistics data from the hard disk into the sandbox, to satisfy the read requested by game. When the game later writes the statistics, Sandboxie intercepts this operation and directs the data to the sandbox. If you then run the game without the aid of Sandboxie, the read operation would bypass the sandbox altogether, and the statistics would be retrieved from the hard disk.