The imporant thing is that the sand be either too large to possibly be swallowed, or else quite fine so that it if some is swallowed it will not clog the digestive tract. This is a serious issue, so be careful what you choose.
The color really doesn't matter to the axolotl. But be sure the sand is made of rock, not shells (don't use sand from a beach, in other words). Pet shop products are safe, and people have also used play sand and swimming pool filter sand.
If you search through the old posts in this part of the forum, you'll find a lot of threads on the topic of sand, that should give you some ideas.