When I bought sand for my old aquarium I just rinsed it over and over. Using 2 small buckets and little by little just sifting through it over and over.. That was years ago and ppl mmight have a better idea. Since you know not to use soaps on it I just would wash it.
I think it's pretty much the same routine. Fill the bucket with water and swish the sand around. Drain the water and repeat several times until the water is no longer colored by the sand. Helps to do it in the bath tub if you can.
Rinse rinse rinse, and when you add it to the tank, add your water in with a hose slowly. Don't dump water in or use a saucer to add water. Hose, trust me. I had my fish in their tank in one night after adding playsand to my 29g. Slooowwwwwly.