Sand dunes are formed from wind movement. There needs to be a large amount of loose sand in an area with hardly any vegetation, enough wind to move grains of sand and some kind of obstacle to make the blowing sand lose its momentum and settle in a new place.
Wind moves sand typically through saltation, creep or suspension. Most sand moves from saltation, which is when sand grains bounce along in the wind. Creep is less common and occurs when sand grains bump into other grains, causing movement. The other grains are likely from clay or gravel. Suspension is the least common way sand moves and can be described as sand grains blowing high in the air and then settling.