Can I build a gravel driveway over sand?
For me living in the desert a sand yard is pretty common.   Putting gravel on top of the sand here to add a bit of firmness is also common.
So as previously commented how much sand and what is under it will affect success and how long it lasts before sand comes through (if it does).   The gravel will work into the sand, but this is not bad at all (concrete is sand, gravel and a cement, 2 out of the 3).
Two factors on how long it lasts before the sand does appear on top again will depend on water content, how much gravel is laid, how thick the sand is and compaction.
To start your effort, water the sand well and give it a day or so to soak and harden.  If a compaction machine is available compact it when damp.
Lay your gravel on top, wet and compact it.