I also found this guide in WordPress Codex about Sandboxes.
I'm not really sure I get Step 2 and 3:
2. From your initial or test WordPress site, view one of the following page views:
3. From your browser:
Choose File > Save As.
Name the saved page with one of the above "titles."
Save each page's file to your sandbox folder.
What does it mean to choose a page? Do they mean to go to my site's actual page, or somewhere in the admin panel? Then, when I save the file, do I save the actual page, or something else?