Recently I learned that testing In-App Guidance in a sandbox is not as straightforward as one might think. Apparently, for the purpose of not affecting automated testing, Salesforce created a special testing method specifically for In-App Guidance.
Once you have created your In-App Guidance prompt then you can go back to the Setup page and you will see a button called Start Testing.
Click on the Start Testing button to see your In-App Guidance prompts in action. The button takes you to a view of your org where you can navigate to where the prompt will be displayed.
Once you are done testing, you can either click Exit Testing at the top or click to go back into the builder to make further adjustments.
I hope this saves you some time in determining why your prompt in a sandbox is not showing.