Pool Filter Sand is (comparitively) large grained and evenmore importantly, it is consistently large grained. The best part is it is consistent in size. Therefore it is less likely to get pulled into the filter...
If you clean the sand thoroughly, which I highly suggest you do, then you will be able to turn the filter on only moments after adding the sand. The actual grains of sand will very quickly fall to the bottom of the tank, at which time you can turn the fitlers on...
If the water appears cloudy, you may wish to put some fabric around the intake when you turn them on. While the "dust" from new sand will not damage the imellor, it will quickly clog media. Using a dissposable media as a prefilter will simply safe you from having to clean the filter media the following day.
As for how sand can damage an HOB... the impellor sits in a hole and is spun very quickly via a magnetic connection to the motor. If sand works its way in that 'hole' it can be ground between the magnet and the side walls of the 'hole'. It's quite obvious how this can cause damage.
There is no guarantee that when a grain of sand is sucked into the filter that it will get caught between the impellors magnet and the sidewall... but at the same time there is no guarantee that it won't. Therefore it is best to avoid getting sand in your HOB filter...