Maybe it isn't built-in, but most Windows user I've worked with, including myself, have been using Sandboxie for probably two decades at this point, probably hard to find any Windows software that is more ubiquitous than Sandboxie in developer circles.

Windows has had that feature for 9 years. https://learn.microsoft.com/en-us/defender-endpoint/controll...

AppContainer (e.g. used in uwp or msix)