You can embed code previews from CodeSandbox using the Embed option in zeroheight.
1) Open CodeSandbox
2) Click on the Embed button on the top right.
3) Click on the Copy Embed Code button on the left.
4) In zeroheight add an Embed block.
5) Paste the CodeSandbox iframe code. Your CodeSandbox will now be visible in your styleguide.