Here's how you make it. Start on a blank desert surface; that which has no rocks or trees or is not too near water. On the unit menu bar, go to the tab which you use to assign an appropriate player for its units and then click "Gaia." Then on the units tab, scroll down to where you can find three types of Terrain cracks.
Select a terrain crack of one kind and then move the cursor onto the cleared area on the map. Click repeatedly and make a pattern of Terrain cracks untill you get a neat looking dune. Don't be messy by leaving too large spaces between the cracks, or your dune will not look so good.
With all three kinds of terrain cracks, you can make a cool dune desert, like this one.
Wonder how my pic lasts with Angelfire. There is also a special template to use with these dunes. It is a large, sized map. You can get it here; at this thread. The file's URL is: (Oh well, guess I have to use the link at Ghost2000's site.) NOTE: This template is for RoR only! SCX format.
Reminder: When attempting to use sand dunes, please use them as wisely as possible; using them too much may cause your scenario to take up much memory. That is the way with my template. If you don't want sand dunes in a certain area, just DROWN THEM, in other words; replace the duned area with water terrain and then lay some other terrain on it, like grass or plain desert.