It should be in her cage all the time once the female has her big girl colors so she always has a place to lay eggs to help prevent egg binding.
I use an opaque container at least 12" X 12" X X 10" deep. I fill it with washed playsand moistened enough that it will hold a tunnel. I use a sand produced by Kings because I've found it to be the best for many reasons.
You should add a branch to give her a way in and out of the container.