Roof over sand run?
the go to answer for a question like this is: Depends!!!!!
Sorry but that's what it comes down to. Yes, sand can get wet and one of the advantages of sand is it will drain and dry quicker then dirt/mud.
Is your run in an area where it won't get much sun or wind to help it dry out? It will be much easier to clean when it's dry, so if you live in a rainy area it might be a good idea to have a roof over it so you can clean it when you want not only when it dries out.
I don't have a roof over my run and I don't use sand. We don't get lots of rain but when it does rain my run will get a little muddy and the oder factor goes up but as soon as it stops raining and dries in a day or two it's ok.
What is the reason you are thinking of putting sand in the run?
I have a roof over my sand run- it was an option when I ordered it from the place that built it. It is covered with an almost clear poly-plastic I think...So the sun can come through and there is lots of light....so the sand can still dry out (I have ducks too so this is important). I LOVE having a roof..I can go in there on rainy days and clean and rake...and no worries about the feeder getting wet. Was awesome this winter too when it snowed- the birds still had a nice area to poke around in. It's okay for the sand to get wet obviously, but nice to have that protection from the elements in general. My run actually flooded during a time of snowmelt//heavy rain...it actually washed the sand after everything drained...but that has been the only time the ground has been unusable for the hens.