I found my glass container at Homegoods. I prefer the vases with lids for these displays just because it is easier to keep the dust off the shells that way. I found decor sand at my craft store. The coral and shells I found on the beach, but if you don't live close to a beach you can always find some at your craft store as well.
I simply poured in half the sand, placed my coral in the middle and poured in the rest of the sand. Then I arranged the rest of the shells. This is a simple, but beautiful display for any home.