It can be done with no more tools than your hands and some decent sand, if you're willing to sacrifice your fingernails. There are limits on size, but with creative use slurry-packing for details, big sculptures are possible. Just ask Sandy Feet. If you want big, well compacted piles, you pretty much have to use a form. Traditional forms are made of plywood, but more portable ones are possible using fabric supported by stakes, or swimming pool sidewall plastic.
Forms allow fast, consistent packing, with many people working simultaneously.
The usual method is to throw in a lot of sand, add some water to dampen it, and then pound with something heavy. Some groups use car axles. Not caring to carry axles around, I prefer to keep water standing on top of the pile inside the form. Adding sand in small increments allows me to mix it thoroughly, making sure all the grains are surrounded by lubricating water, then pounding rapidly with a lightweight stick. That's true, but he also didn't make undercuts like mine.