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The campaign I’m preparing is designed to give the illusion of choice via side quests and an open world (not really open), but with a main story line that will be pushed into them sooner or later. The campaign is structured in acts and areas, with each area acting as a sandbox space you can’t really leave, but with an expectation the players will move on to the main plot.

Now, on one side, the campaign will be a lot more fun if the players are not completely aware of this fact and they feel they are free to do whatever they want until certain “events” just push them to go in a given direction. On the other hand, if they behave randomly or fight against the main story line it will ruin the campaign as it is not supposed to be really Sandbox play.

Should I explicitly state to them the type of campaign I’m designing or should I “demonstrate” the type of campaign and hope they’re on board with it?

It’s not a question of etiquette but more trying to decide if I’ll break the suspense by letting them know the general story arc is already on my mind... even if they intuitively already know or suspect it.

Yes, you should discuss it with them.

First, it is important to note that "Sandbox" and "railroad" are more of a spectrum than an either-or proposition. As I understand it, you want to put at least some major events on a railroad and allow a bit more of a sandbox during the temporary stops along the rails.

This is a perfectly valid style of play. When I am a gm, I tend to do something similar with certain major plot points preplanned and enforced. This makes it easier for me to have a deep plot and do planning while still allowing some freedom that goes beyond just shuffling from one combat to the next. When I play, I am willing to accept a certain amount of railroading if it makes my gm's job easier and makes them more inclined to develop a deep plot.

However, I explain ahead of time to my players that certain aspects are pre-ordained and I generally appreciate the same courtesy when I am a player. This is especially pertinent right now because games that are much further towards the sandbox side seem to be the default expectation in many communities of gamers right now.

If your players expect a certain amount of railroading then I expect most will accept it quite nicely or at least have a polite discussion about why they don't like that style. If they run into rails or walls they didn't expect though, it can breed feelings of resentment and helplessness. This is especially true if we are talking about significantly negative events that are pre-ordained.

You haven't provided the details of your campaign, but you can probably have a detailed discussion about where on the sandbox-railroad spectrum your game will fall without spoilers. Even if you find light spoilers are necessary, I think that will still be a worthwhile tradeoff for having the discussion. Your players are likely to be much happier if they go into the game with clear expectations.