If your players are Olde Skool, then they're used to "classic" reactive adventuring. "{We were taking a well-earned long weekend to relax|We had just stopped in at the Barstux Cafe for a morning caffeine|We were driving to work|etc etc etc}, when suddenly..." Pro-active, sandbox-y gaming doesn't come naturally to them; they NEED that shove/pull, to get their characters moving.
The GM can, to some extent, "train" them out of the habit (if "sandbox" is preferred) by insisting that all PCs have one or more active goals -- stuff they are seeking/doing when their fans have no excrement -- and/or ongoing storylines. The GM just needs to build the "reactive" adventure around these goals/storylines, have the PC's stumble upon the stuff in the course of "RP'ing a bit of 'ordinary day'". Grab Aspects from various PC's and the setting, as needed. Tag, they're it...
The thing is, if the GM is "building an adventure" it is, to some extent, much-less-sandbox-y by its very nature.
If the GM and the players are all already familiar with -- expect and prefer -- sandbox play, I don't expect extra advice would be that useful (but I'd be delighted to be proved wrong, with some excellent DFRPG-specific advice on sandbox play... 8^)
- Steve, the g33k