You are free to talk if you'd like to. Many children and adults share what they are creating, while others prefer to create their world in silence. Both approaches are perfectly fine.
Often, creating a world in the sand can lead to significant, deep experiences that spark insightful therapeutic conversations. At the same time, the process of building worlds in the sand can be healing in itself, without the need for words. There is no right or wrong way to engage in this process.