You probably dont want to use Bank Run sand to set your walkway base. It tends to be full of gravel and stones, some fairly large. I have to assume that you are making a brick or stone walkway, This is how I would do it.
Start by excavating the existing grass and soil, down to at least 4″ inches below the existing grade. At this point you can put landscape fabric over the area to prevent some of the weeds that will want to come up. Put in 3″ of crushed stone or gravel (make sure that you Tamp it down). Install your edging and then 1″ of Mason sand and screed it off. Install your brick or stone then sweep mason sand into the joints and water down well, you may have to do this step several times to fill the joints in between.
The link below shows a good step by step with illustrations.

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