Marketo Sandbox does not work the same way as SFDC sandbox.
If you connect your sandbox to your prod instance (ask Support using the account strings), you can import programs between the instances. However, your fields in sandbox will have to match otherwise moving your lead lifecycle or scoring will throw an error if they aren't a match. Read up on Import Program.
I've pretty much never mirrored my instances. I have tried testing things like Lead Scoring ahead of time, but it's rarely necessary to do a real mirror because you can easily test major lifecycle changes in Production if you are careful. See my testing docs on marketingrockstarguides.com.