Yes, the tables and all files are removed after sandbox expiration if you defined this option in Demo Builder settings.
Some third party themes or a plugins may create custom tables then the plugin or the theme has to make sure that these tables are deleted when the sub-site is removed. We use a standard method with wpmu_delete_blog.
If some plugin or theme does not remove its custom tables you can use attached plugin. Please open it and add custom tables that should be removed with sandbox expiration.