How Do You Copy Live To Sandbox?
Theoretically, CiviCRM can easily be migrated.  In my experience though, following the recommended instructions often runs into hiccups.  For this reason, I'll share my alternate method for local testing.

Since it's not hard to mirror server setups for local testing, it's usually good enough and easy to do just that.  For example, if the website is at http://example.com and the base path is at /var/www/example.com/htdocs, just setup your virtual hosting and hosts file to handle that url and base path.

I won't give instructions on how to setup virtual hosting, because those are very OS dependent.  So if you'd like to know how to setup virtual hosting, good article are easily found in google searches.