Since each substance has unique chemical and physical properties, use these to separate each... specifically we will use the solubility of these substances.
First, drain the liquids from the mixture (this will contain saltwater, and a "tincture" or solution of alcohol and iodine) leaving only the sand and iron filings (which have no solubility in either water or alcohol).
Next, use a magnet to separate the iron filings from the sand - (2 down - 4 to go)
Since the salt is dissolved in water (it does not dissolve in alcohol) , and the iodine is dissolved in the alcohol (it does not dissolve in water), separate the two (the alcohol/iodine solution is the one floating on top of the saltwater as it has a lower specific gravity)
Then, distill the saltwater into fresh water and salt crystals (4 down - 2 to go)
Similarly distill the tincture of iodine into alcohol and iodine crystals (all 6 complete)