Essentially, when developing on Algorand, you’ll encounter 3 networks:
- MainNet: that’s where the real Algos and real money is. You never directly develop on MainNet, it is only to deploy your finalized project.
- TestNet: it is a network which is very similar to MainNet except it has fake Algos that you can get with a dispenser. Most likely, you want to deploy your beta software there.
- Private network: it is a network you create and fully control. For advanced testing and debugging, private networks are often more convenient: you fully control everything, you can get as many fake Algos as you want, you’re not bothered by other people’s transactions, and you can set it up in a mode where transactions are executed immediately rather than having to wait 5s per block.
(Technically, there are also BetaNet and DevNet, the former is to get access to beta features while the later is only useful if you want to develop the core of the Algorand blockchain - you would know if you need access to DevNet.)
Now, if you want to connect to MainNet/TestNet, you have 3 solutions:
- Using an API service (free or paid): that’s what your wallet is using behind the scenes
- Running your own node
- Using sandbox with the right parameters: this is easy but limited as sandbox for TestNet is not archival and does not provide an indexer
See 1. Workspace Setup - Algorand Developer Portal for details
On the other hand, if you want to run a private network, by far, the simplest solution is to use sandbox that manages everything for you.
That is why the developer documentation uses sandbox.
But if you prefer to start immediately without sandbox (and later learn sandbox, as it’s very convenient nevertheless), you can do it. I’d recommend in that case to follow GitHub - algorandfoundation/buildweb3: Repository for the Algorand class of the "Building with Blockchain for Web 3.0" course (https://buildweb3.org)