"Eolian" refers to wind-blown sediments. Sand dunes can be found in many deserts, and the principal sediment transportation agent in such settings is wind. Wind-blown sediments are expected to be fairly well-sorted to very well-sorted (all sediment grains are about the same size), and are going to be sand-sized.
The most unusual & scenic place on Earth for eolian sands is the White Sands area of southern New Mexico. There, abundant loose gypsum sediment (CaSO4·2H2O - hydrous calcium sulfate) occurs, which is not common elsewhere on Earth. White Sands is world-famous for its dunes of white, wind-blown gypsum sand. The area consists of a gypsum dune field in the Tularosa Valley, just downwind of evaporitic Lake Lucero. The gypsum sediment in this area ultimately originates from leaching of Yeso Formation outcrops (Leonardian Series, upper Lower Permian) in adjacent mountain ranges.
White Eolian Gypsum Sand (modern), White Sands Dune Field, Tularosa Valley, southern New Mexico, USA. Microphotograph by Sara Beth Kopczynski.
White Eolian Gypsum Sand (modern), White Sands Dune Field, Tularosa Valley, southern New Mexico, USA. All three cleavage planes of this gypsum grain are visible. The original sharp cleavage corners have been slightly rounded by abrasion. Microphotograph by Sara Beth Kopczynski.
Another nice concentration of eolian (wind-blown) sand is Bruneau Sand Dunes in southeastern Idaho's Eagle Cove Depression. The sand is dominantly subangular to subrounded, and consists of a mixture of quartz, feldspar, and ferromagnesian rock fragments. These sediments are principally derived from weathering of Plio-Pleistocene Idaho Group sedimentary rocks (fluvial & lacustrine deposits). The sand dunes themselves have formed during the Holocene, since the catastrophic flood that drained Lake Bonneville in the Late Pleistocene.
Modern eolian quartzose-lithic sand from Bruneau Sand Dunes, Eagle Cove Depression, Snake River Plain, southwestern Idaho, USA. Microphotograph by Sara Beth Kopczynski.