You will need to complete the Goal 'Strictly Ornamental' to unlock the Adventure 'Traverse the Desert Sands' in your King's Keep or Queen's Court. (*If you own the Barracks, this same adventure unlocks there when you reach level 30. Completing the same adventure in the Barracks will complete this Goal.)
Not sure which Goal in your Kingdom Goals list you need to complete to reach Strictly Ornamental? Check out this Goal guide on our forums!
If this Adventure is locked in your King's Keep or Queen's Court:
Completing Goal 'Strictly Ornamental' will unlock that Adventure: