Mars has a thin atmosphere.  Winds can reach up to 100 kilometers per hour.  Dust storms are quite large on Mars.  The winds pick up sand and slowly the sand makes a pile of sand and that forms a sand dune.  Mars has no surface water or plants so sand dunes keep traveling on Mars.  A dust devil is a form of sand and wind spinning around like a mini tornado.  Dust devils have been found on Mars.

For more information, see:

http://www.kidscosmos.org/kid-stuff/kids-sand.html