The phrase "safe and sound" is usually used when we talk about the end of a trip: e.g., We arrived home safe and sound. Sound is a noun, verb, and adjective. In the phrase "safe and sound" sound is an adjective and it means: "healthy, in good condition, free from injury, no damage, no accidents." The adjective 'sound' also has other similar uses: 1. no defect, no disease, etc.; in good condition; healthy; robust: e.g., a sound heart; a sound mind. 2. financially strong, secure, or reliable: e.g., a sound business; sound investments. 3. competent, sensible, or valid: e.g., sound judgment, sound decision. 4. truthful, wise or reasonable: e.g., sound advice, sound recommendation, sound plan.

if you are safe and sound, you are not harmed in any way, although you were in a dangerous situation. cowboy...

It walked 500 miles to new york. I arrived safe and sound. :P

It means "unharmed and healthy" (Captain Obvious is at your disposal).