Yes. It will be expensive to purchase that many bags of sand. You'll be better of borrowing a truck and getting a load or two from a gravel/sand yard. Sand is only about $15 a cubic yard but trucking it is the problem.
I've heard mixed things about sand in a coop causing respiratory issues, it doesn't insulate like straw or shavings and can retain pathogens and it doesn't compost.
So if I were you I'd use it in the run, but not in the coop.
We used regular topsoil over gravel for our run though, topsoil is cheap.