Generally not with sand because of clogging. The slots in the undergravel plate were designed to be used with gravel. Sand grains would clog the slots.
The under gravel filter (UGF) works by drawing water through the gravel substrate and through one or more slotted plates under the gravel (hence the name). Beneficial bacteria present in the gravel use oxygen from the passing water to convert ammonia to nitrites and then to nitrates. Tubes connected to the plates use an air stone or a power head to push water up through the plates.
One problem with UGFs is that debris will quickly clog the gravel and this may lead to "dead spots" and poor water quality. Also, plants do not appear to benefit from the use of UGFs.