This is the wrong section to post a question in (try the support section next time) but you can open the engine by left-clicking on the sandbox launcher, or by left-clicking on one of the .bat files.. They actually state "CLICK TO START" in the file names themselves.. Welcome to the forums
look in the PlatinumArtsSandbox2.7.1 folder and u will see two 'click me to start' batch (bat) files... the main is to launch an fps game mode, and the rpg is to launch... well... then toggle the edit button and press the 'new map' button... if memory serves me right...