They dust bathe to clean and condition their feathers it also helps them fight mites. So there is good reason for it. The fact that they enjoy the heck out of it and are fun to watch while doing it is just a bonus.
No pool. They will just walk through it and poop in it or find a way to drown themselves in it.
Sand box is a big yes. Regular sandbox sand is fine.
Other items you might want to consider...
Wicker baskets they can climb in. Hollow logs they can run through. Fake foliage they can hide under.