This demonstration is most likely trying to show you potential energy. The rock is heavier than the pebble and will therefore displace more sand upon impact showing that the rock stores more potential energy than the pebble does when they are elevated to the same height (in this case the height is the height of the table).
This makes sense since potential energy is equal to mass times the acceleration due to gravity times height (PE=mgh) and the only thing that is changing is the mass of the object being suspended which means that the heavier object (the rock) will have more potential energy.
I hope this helps. Let me know if anything is unclear.