If you're experimenting with OrderCloud then getting a sandbox instance is an important part of the discovery process. Unlike most of Sitecore's products, this one is available free to anyone (just register in the portal) - so it's easy to give it a try. But if you want to build an experiment against the sandbox instance you need your code to authenticate with it. And this has tripped me up a couple of times because it's not wildly well documented. So learn from my frustration...