Depends on what spots you're talking about.
Palythoa spp., Protopalythoa spp. and such might have sand grains in their structure and outside, looking like spots, depending on the grain size.
Some Zoanthus spp. could have some white spots and those could be tiny animals.
I've seen Zoanthus spp. with a grain or two of sand, but those are rare and are superficially attached to their "outer skin", or half way into the structure.
You need to specify what you're talking about and why are you asking the question.
If possible post a picture.
Grandis.