Do I have to sand the Pink Primer off before painting?

NO.  Definitely not. The Woodhouse Weatherproof Pink Primer has been developed by PPG Architectural Coatings Australia Pty. Ltd., one of the leading Australian architectural and decorative paint manufacturers who market the Taubmans, Bristol and White Knight brands of decorative coatings. The pink primer is a premium grade, industrial oil based coating that has been factory applied to ensure its fit for purpose, and readiness for installation and final top coating.  Being a genuine primer, all products can be finished with 2 applications of premium acrylic, or enamel topcoat paints.