No, all sand is not the same, as you will see if you go to a builders yard or a garden centre.
I assume you are thinking of working sand through the soil to improve drainage?
Use the wrong kind and you will make the problem worse.
AFAIK sandpit sand is usually fine sand, which would probably clog your soil more than anything else.
I believe sharp sand is better, but I recommend you ask at the garden centre.
May I ask who told you to use sand?
You would also find that organic matter worked into the soil over several years will help drainage and general soil quality as well.