after beating the game, insert the Pokemon leafgreen version for gameboy advanced in the GBA slot. You can then catch Pokemon from that version.
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You can not catch Sandshrew in Pokemon Firered. It is Leafgreen exclusive. Firered gets Ekans instead.
You must go to the Desert area and you will find a Sandshrew, Sandslash, Cubone or Marowak in the morning and day, and a Sandshrew, Sandslash, or Fearow at night. Sandshrew will be level 15, 16, or 17, and he evolves into Sandslash at Level 22.
Union cave is the best place to obtain a Sandshrew in Pokemon SoulSilver. You must either trade one from a HeartGold game, or catch it in the Safari Zone (desert area).
Insert leafgreen into your ds and then go to wayward cave and eventually you will find it.
i caught mine on the path from Cerulean city to Rock Tunnel