I am new to painting miniatures but what is the difference between buying this and primer from Walmart

Since you're new, nothing. Most cheap auto primer goes on thin, which is bad for cars, but good for mini's. Read painting articles on primer, and you'll find that the inexpensive stuff is fine. Krylon has a brown Camouflage line of spray paint which I also recommend.

Am I able to sand this primer ?

Sure. I don't see why not. Would probably depend on just how heavy you go with it.

Can you use this safely in a room, with open windows and AC?

If you mean "safely" as in no brain damage or explosions, sure, but 1) your AC is circulating air inside your house, not outside, and 2) you still have paint particles floating about your room to land on other surfaces.

Brand	The Army Painter
Colour	White
Finish Type	Matte
Size	Medium
Item Volume	400 Millilitres
Paint Type	Acrylic
Surface Recommendation	Multiple
Indoor/Outdoor Usage	Outdoor
Item Form	Spray
Is Waterproof	True
Package Information	Tin
Colour Code	#FFFFFF
Coverage	Medium
Water Resistance Level	Waterproof
UPC	700761048012 700761223716 700761114571
Global Trade Identification Number	05713799300217
Manufacturer	matte
Color	White
Shipping Weight	0.4 Kilograms
Item Model Number	CP3002
Item Part Number	CP3002
Is Assembly Required	No
Primary material	Acrylic
Capacity	Medium
Number of Pieces	50
Country of Origin	India

Matte White Primer

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