temps: I'm not sure I'd call it a "sandbox" game, but Crysis 1 was definitely an "open world" game.
AFAIK, the term "open world" refers to the kind of in-game environments that give you a whole bunch of locations to explore and travel between in pretty much any order you please. Usually you're also free to choose your objectives, to some extent. RPG elements are important as well, there's hardly an open-world game without those.
In a linear game, on the other hand, you follow a predetermined path, one objective at a time. Whether it's corridors or a whole island - doesn't really matter. As long as you progress level by level, checkpoint by checkpoint, it's linear.
Crytek's FPS-games were the latter, all 4 of them.
As for "sandbox" or not, I've used that word to describe large open arena-like areas in general, no matter the game. Not sure if that's correct usage, but if it is, then most of the Crysis campaign certainly falls into this category. Same with Warhead, a lot less so with Crysis 2.