I have just dug, fertilised and weeded my first bed and the soil is quite clayey, I can break it up but when it begins to dry out it sets like concrete.
If I get some sharp sand and hoe it in will that improve the texture.
Yes but only as a short term solution sand seems to vanish fairly rapidly. In the long run it is better to add compost, manure, leafmould etc... to improve the texture of clay soil, it is a slow process but the more organic matter you add the better your soil will be.