I assume you mean drywall and the drywall hjoint compound. Yes, dust is a big problem when you sand.
He could use a damp sponge instead of sandpaper to smooth the drywall compound. Some people like this method (no dust) but I don't think it leaves as even of a finish as sandpaper.
There are also sandpapering kits that have a bucket of water and the sandpaper device is connected to a vacuum cleaner through the bucket to filter out the dust. I have used this method myself, and found it to work quite well. The small kits are about $20 and the larger kits about $40. I found mine at Menards, but I'm sure they are available at other locations as well.
Good Luck!
Dodgeman