After setting up a Sandbox Project, you will find all existing Sandboxes to your connected Production Org on the "Available Sandboxes" tab. You can also easily create new development Sandboxes from the "New" button.
Before you start to work on a feature, use the "Add to Hutte" link appearing when you hover your Sandboxes on the "Available Sandboxes" tab.
Switch to "Features" and hit "New."
Next, login to your Sandbox from the "Login" button. Your first login might require setting up a two-factor authentication, following the on-screen instructions provided by Salesforce. You can then perform your work in your Sandbox.