How are these sculptures actually made?
First off, the sand used is usually not the beach sand for commercial sand castles. Beach sand has the chance of having too much variance in sand grain size and impurities like shells and cigarette butts. Fine grain filtered sand is shipped to the location.
Secondly, a wooden form is built around where the sculpture will be, and the fine sand is added in about a foot deep. Water is added, and then the water sand mixture is packed tightly into the wooden form using a tamper (tamper is basically a hand tool or a powered tool that is used to flatten or compact dirt, asphalt, etc).
Repeat that last part with the foot of sand/water/tamper on top of the previous pass as needed until you’ve got a block of compressed sand big enough to contain the sculpture.
Let it settle for a bit (longer times for more sand volume). Once the sand is “set”, you can carve just about anything.