as for importing most worms, many will not do well in all sand. the common night crawler in North America will use clay to line the burrows. so you find them where clay is (and they've been introduced - it is always a good idea to not introduce worm species to sensitive areas because they can strip organic matter and certain plants are not happy to lose their cover).
when i started gardening here worms were non-existant. i've since been adding a few hundred thousand a worms a year to the gardens. almost all of them die (they are not native and not suited for this area - on purpose). in the worm buckets i do breed some native worms but they are slow to increase in comparison to the composting worms i use. some of these persist from year to year and i will find them in gardens i've amended with organic matter. this fall i've been happy to see some gardens looking much more active and with plenty of earth worms. it takes several years to really get them going. many animals love to eat them. they are the garlic and cheese linguini of the animal kingdom.
i have the opposite problem (mostly clay, not too much sand).
i much prefer it because the soil is fertile but it has issues (hard to work when wet - you have to learn to be patient). the good thing though is that while many people around here who have a lot of sand are out watering every day to keep their garden's going or they give up i can often go every other or every third day.
if you want to ship me sand i'll trade for clay... (just kidding

... ) if you want to amend a garden for improving your soil you don't need to add that much clay at all to see good results. add a little bit and then see how it goes. don't get too crazy.
i know this because i've been working the soil the other direction. i add tons of compost/humus and some sand to the clay and eventually it looks very nice and grows most garden veggies pretty well. i keep worm bins with garden dirt in them. it takes a large amount of other things to make that clay look like prime garden soil.
when i first started growing things here some garden veggies would look rather sick when they tried to grow. now they are doing much better.