A straight slanting sculpture element will tend to fall, but a little curve to give it more compression will help it hold. There are limits. The cross-section of the whole piece must be adequate to carry its own load and that of any element depending upon it for support. Elements must lean on each other strongly enough to hold the sand, but not so strongly that one pushes the other over. The limits of compression loading are strongly affected by the sand you're using.
Coarse sand is very difficult.
Fine sand will make delicate structures, and sand with silt in it, as long as the silt stays in place between grains instead of settling into layers, will do almost anything.