Well, if you don't put any salt in your pool, it won't make chlorine, so that's probably the easiest thing to do. However, it might beep a warning about "low salt" and that could get annoying.
See if you can find a .PDF of the owners manual online. I'm sure there's an option to turn off the SWG while keeping the pump running.
However, is there some particular reason you don't want to use the SWG? They are very convenient -- I wouldn't be without one.
Also, the $40 is to add the sand filter, right? You need to be sure that includes the multiport valve as well and not just the tank. That's the black part on top with the lever that the hoses attach to. You also need the collar that attaches the multiport valve to the tank. Plus there are internal pieces, ie. riser tube, laterals, etc., that you need. You need to be very clear that you need the *entire* sand filter setup and not just the tank. $40 sounds extremely cheap to me, and that makes me suspicious of what you are getting.