I'm not sure what you're trying to describe, but I'll do my best to respond:
When you do a check-out, it will place a copy of the member revision (by default, unless you select a different revision) in your sandbox as the working file, and give you a lock on that member's archive.
When you do a check-in of a working file, it updates the working member (by default) on the project to point to the newly checked in revision.
Sandboxes are never automatically updated: the whole point of a sandbox is that it is a work environment which is updated only as needed.
If you're doing this for a build sandbox, the first step of your script should be to do an si resync from the context of the sandbox to make it reflect the current project configuration.
Kind Regards, Kael Lizak
Senior Technical Support Engineer PTC Integrity Lifecycle Manager