I'll agree with everything eaglesaquarium has said
i'll just add this; when you come to clean it, put a smallish amount in a bucket (it's much easier to do smaller amounts; not more than 1/3 of your bucket) and put it under the tap (an outside one is better!). run some water into your bucket, stirring the sand as you do so. You'll see a load of stuff and bits float up; you pour
all that away.
Then you do it again and again. Very soon you'll be able to see that the 'proper' sand sinks very quickly; that's the stuff you want. Be
ruthless about pouring all the lighter material away; that's the stuff that will cloud your tank if you don't get rid of it. Don't worry about losing some of the sand as well; it's cheap, it doesn't matter
When you think it's done, give it another two or three goes through; it's much, much better to spend the time cleaning it now than once it's in your tank.
Then, when you come to add it to your tank, give it a final rinse in hot, dechlorinated water (sand is very cold; you don't want to risk chilling your tank too much).
Adding sand with fish in is easy; geting all the old gravel out with the fish in is much harder; I'd say take them out, although you might get away with sucking the gravel out with a wide bore pipe, like a hosepipe, as that'll remove all the mulm that's stuck in there at the same time (you'll be
shocked at how much gunk is down there; I was horrified!).
As long as you switch your filter off before adding the sand, or if you're doing something that might kick it up, like re-planting, it won't clog your filter.