Features
There are two common ways to make a sand bath. You can either fill a ceramic heating mantle partway with washed sand or place sand in a crystallizing dish atop a hot plate. Inserting a high-temperature thermometer into the sand and suspending it from a clamp gives you a way to monitor the temperature. Sand is a poor conductor of heat, so the sand bath will take a long time to warm up and a long time to cool. It also features a temperature gradient, with hot temperatures at the bottom and cooler temperatures near the top. By raising or lowering the vessel, you can control the temperature of its contents. Sand baths are generally used for microscale preparations, where the volume of the reagents is around or below 2 milliliters.
Solutes
Sand bath evaporation is one way to separate an organic solute from a solvent. By heating the solution, you vaporize the solvent, which then flows into a collection or receiving flask. If this second flask is situated in an ice bath, the cooler temperatures will cause the vapor to condense, thereby enabling you to recover both solvent and solute in separate vessels. Nearly all the reactions you'll run in an organic chemistry lab take place in solutions, so you'll often need to recover the solute(s) after a reaction using techniques like this.
Distillation
You can also separate a mixture of liquids that have different boiling points by heating the mixture with a sand bath. The vapor will be composed primarily of the more volatile liquids, and by funneling these into a collection flask, you can get them to condense again separately. This kind of simple distillation approach works best if the boiling points of the liquids are separated by at least 65 to 70 degrees Celsius.
Considerations
Sand baths are not, of course, the only way to heat reaction vessels. Steam baths, boiling water baths and oil baths are just a few other alternatives. A sand bath, however, can reach higher temperatures than these other options, because sand is not flammable and will not melt or boil. It's important to bear in mind that many of the solvents you use in an organic chemistry lab are highly flammable and should not be heated to high temperatures. You should only heat solutions when you can do so safely.