Can I test an integration? Is there some sandbox environment ?

At this time, Coinbase commerce do not offer any test or sandbox accounts, but it is something that they are thinking to provide in the future.

Although if you have connected your Coinbase Commerce account to Easy Digital Downloads payment gateway or Restrict Content plugin for WordPress, you could test them by adding products to your cart and choosing Coinbase Commerce as your payment method.

When you continue to pay, if a commerce.coinbase.com checkout page successfully loads, your integration is configured correctly. You should see a popup with the payment options and the cryptocurrencies to choose like the screenshot below.

No sandbox but preview popup with coinbase payment gateway