Taking sand from beaches is illegal, so one group found a city street where the sand was blowing on and helped them clean up weekly until they accumulated enough. Others have found river sand of excellent court quality. A midwest program trucked in sand from a sand dune left by a prehistoric glacier. If you must buy sand, get washed masonry sand, or check the samples for beach-like feel. Do not use anything coarser or you will regret it, but also stay away from very fine grains, as they can compact into a type of mud when wet.
Some sand is very dirty and unsuitable for a court.
The minimum recommended depth is 50 cm. The sand boundary should be a minimum of 15 meters by 24 meters, so you will have a 3 meter sand perimeter around the actual court. The general area should be clear of any obstructions for 3-4 meters on all sides of the court. You should pad any item that would seem to be a hazard for hustling volleyball players who pursue the ball more often off the court, than on, given the nature of the game. The suggested boundary between the sand and surrounding surface should be soft, like rubber expansion joint material.