Install the app (can do so in a MacOS VM too). In the terminal type
codesign -d --entitlements :- /Applications/ApplicationName.app (you can also drag the application to the Terminal for the last part). If the output contains
<key>com.apple.security.app-sandbox</key><true/> then you know that the app is sandboxed.
I have found that it is not enabled for most of the apps that you can get outside the App Store but some of them have it enabled. ProtonVPN and NetNewsWire are apps downloaded from the web that have the sandbox enabled.