Put some sand into a 5 gallon bucket (about 1 gallon at a time). Then fill it up with water and swish it around - pour off the excess. The small grainy parts of the sand will be poured off. Repeat. Repeat. Repeat. Repeat. Repeat. (do you get it?) Repeat until the water runs clear. I did this in my backyard, but I did it back in April. You probably would be best doing this in your bathtub at this time of the year.
The more you clean it before you put it into your tank, the better off you will be in the long run. If you don't clean it well it will greatly cloud the entire tank (an easy way to get around that is to add it to the tank with no water in it, and then slowly add the water). I don't recommend that, however. I did it with the tank about 20-30% full of water. This allowed the wet sand to be gently poured into the position I wanted it to go. If there is no water, the sand will just clump up and make little sand castles. And even when you fill it up, you will still have a very wavy bottom. Pouring the sand in with the water in the tank will allow the sand to make a much more uniform thickness. It is really easy, and if the sand is clean, the water will remain fairly clear.
It is best to buy a new bucket for this purpose and make it a dedicated bucket for all things fish related. This bucket would be useful for acclimatizing your fish later. As well as many different things, such as rinsing your filter media, etc.