How do I drop an object to the sand? When any object is dropped onto the material like sand in real life it changes it's surface like it's shown in the photo. 


How can I do it in Blender having the object and a subdivided plane that are shown below using physics?


Thanks for help !
The quick answer is whilst Blender has some excellent physics solutions. What you are trying to do could be a little past the scope of the current physics solvers.
There may be ways to do it using fluid particles or even the molecular add-on, although I'm not sure what the current skinning capabilities of these are.
I will however point you to a cool little tip from one of Nikolaus Gradwohl's blogs, showing denting using dynamic paint. This might help you towards your result.
http://www.local-guru.net/blog/2017/8/9/blender-dynamicpaint-displacement