Microsoft is going to add a sandboxing mode to Windows 10. This technology isn't new but InPrivate Desktop will enable Windows 10 users to execute untrusted software in a safe mode, without requiring the use of third-party software. InPrivate Desktop is basically intended as a throwaway sandbox for secure, one-time execution of potentially dangerous software.
Not a lot of details about when this feature will make it to the mainstream Windows 10 build, ZD Net speculates it will likely be a 2019 feature. Furthermore, it may be a Windows 10 Enterprise exclusive.
The coming InPrivate Desktop feature may be codenamed "Madrid," based on information from the quest, which also described the feature as "an in-box, speedy VM (virtual machine) that is recycled when you close the app."
Windows Defender Advanced Threat Protection was codenamed "Seville," another city in Spain. And Windows Defender Application Guard was codenamed "Barcelona."
Sandboxie is an example of a third-party tool that lets you run software in a sandbox mode.