This is a tricky question. The sand in the desert comes from broken rock just like the soil in your yard. The difference is that in the desert there are few plants and almost no water. Rocks break up into many different size pieces. When there is water around, those pieces are carried away by the water. If there are plants, their roots can act like a screen that will hold the pieces. In the desert, there are few plants to hold soil in place and little water. Instead, wind is the main way that the rock pieces are moved around. The wind cannot move all the pieces though, just the small lighter ones, so sand is left behind. Over a long time the deserts become mostly sand.