@Anjoli Garg , seems like the sandbox is not activated completely. The sandbox should have a "concierge subscription". If not, it may be you still need to complete the activation. It sometimes have multiple steps that require your interaction.
At the top of the page in the module, where to choose "activate sandbox", check if there are still additional steps to follow.
Additionally, log out of the portal and back in, and select the sandbox directory.
Let me know if this helped.