Sandbox mode is a place where you build your own machines/contraptions, and you get to use any piece you want.
You do not have a goal, but you have to get 20 stars (40 stars in the Field Of Dreams) in each sandbox level. Once you get all the stars in the sandbox levels, (if you feel necessary), you can feel free to build what you want. There are sandbox levels for Ground Hog Day, Rise and swine, When Pigs Fly, and Flight in the Night. There is also another sandbox place, called "Field Of Dreams," and you get a lot of space to test machines and there are also random TNT, etc around. It is purchasable. There is a top of the sandbox.