Kaio_ are you sure you have downloaded the same version that i have downloaded from here ?
I have tested Sandbox mode as you have. ( even i dont play this type much )
I have maxed out the Food distributables (apple/orange trees, cereals ... ) So you have among other trees also these ones that gives food.
Also you can check if you have Food Industry active within mods, it can be that some dependencies may have been disabled.
You can colect these even without the character present. In case you dont have these type of trees try play without cheats.
Anyway, I was able to place house, heat generator and place some Apples in it and it worked in my game.
Edit:
I have done one more testing, and it worked fine.
Problem is as i mentioned earlier without food in the house nothing work, not even inserters. So the first food you get you need to insert manualy.